方法证据记录
Levene and Brown-Forsythe Test
The Levene and Brown-Forsythe test checks whether two or more groups share the same variance (homogeneity of variance). Levene (1960) built the test on absolute deviations from each group mean, and Brown and Forsythe (1974) made it robust to non-normal data by centring on the group median instead.
源记录
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Levene and Brown-Forsythe Test for Equality of Variances
分类方法记录 · regression-model / statistics
- Levene, H. (1960). Robust Tests for Equality of Variances. In Contributions to Probability and Statistics: Essays in Honor of Harold Hotelling. Stanford University Press. · URL
- Brown, M. B. & Forsythe, A. B. (1974). Robust Tests for the Equality of Variances. Journal of the American Statistical Association, 69(346), 364-367. · DOI 10.1080/01621459.1974.10482955
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