Sunday, 8 December 2013

Levene's Test: Equality of variances

Please click to add a dataset group - need at least three

There are statistical tests that involve three or more groups or datasets, and that require the variances of all the groups to be the same. If the datasets do not have a Normal distribution, Levene's test can be used to test for equality (more precisely, homogeneity) of variances between groups. However, for Normal distributed data, Bartlett's test will yield a better value.

For methods of calculating the test statistic, please have a look at the National Institute of Standards and Technology (NIST) website - the calculator here uses the median method out of the three detailed in the website linked.

Simply click on the link at the top of this post to text boxes. Each text box stores a single group/dataset and needs to be filled in with comma separated numbers. Alternatively, you can choose two file entry methods:-

  1. Select multiple single column CSV files to populate the text boxes by repeatedly pressing the Choose File button - there must be one distinct (and differently named) file for each text box i.e. one file per group. Each file can have a different number of samples.
  2. Select a single multi-column CSV file by pressing the Choose File button once, where the number of columns equals the number of groups - all groups need to have the same number of samples.

There is a graph at the bottom which will display scatter plots for all the groups, once the calculate button is pressed.


Results pending...


Scatter plot of all the groups
Sample values
Group number