Question

In: Math

Briefly explain how Levene Test is used. Give an example to illustrate.

Briefly explain how Levene Test is used. Give an example to illustrate.

Solutions

Expert Solution

Levene's test is used to test different sample variance's equality i.e; homoscedasticity. The test assumes that the variances are equal among different sample groups. It is similar to one way ANOVA.The levene test is define

H0: σ21=σ22=…=σ2k

Ha: σ2i≠σ2j for at least one pair (i,j).

The levene's test statistics is defined for a given variable Y with sample size N of subgroup k each having Ni sample size and example is provided in picture attached with this answer.


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