| Levene's test
is a nonparametric
test that is used to test equality
of variance when there are several (more
than two) samples. The hypothesis
for Levene's test is:
H0 the samples are drawn from
populations with equal variances
H1 the variance of at least
one of the populations is different
The test uses the statistic 'W' where:
Where:
| N |
total number of values |
| Ni |
number of values in row 'i' |
| k |
number of levels |
 |
median of level 'i' |
 |
the average of all the zij
values |
 |
the average of the zij
values in row 'i' |
The ANOVA
method relies on the assumption that the
variance is the same for all the samples.
Levene's test can be used to check this. |