http: www.utsc.utoronto.ca bors HomoVariance.ppt

Homogeneity of Variance

Pooling the variances doesn’t make sense when we cannot assume all of the sample Variances are estimating the same value.

For two groups

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Levene (1960): replace all of the individual scores with either then run a t-test

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F - test Given: 1. Random and independent samples

2. Both samples approach normal distributions

Then: F is distributed with (n-large-1) and (n-small-1) df.

F

K independent groups:

Hartley: If the two maximally different variances are NOT significantly different,

Then it is reasonable to assume that all k variances are estimating the population variance.

The average differences between pairs will be less than the difference between the smallest And the largest variance.

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A and B are randomly selected pairs.

Thus:

F

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2 will NOT be distributed as a normal F.

Data Transformation: When Homogeneity of Variance is violated

b) Use square root transformation c) Use logarithmic transformation d) Use reciprocal transformation Looking at the correlation between the variances (or standard deviations) And the means or the squared means.

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