ltrend.test {lawstat}R Documentation

Test for a linear trend in variances

Description

The function performs a test for a linear trend in variances. The test statistic is based on the classical Levene procedure (using the group means), the modified Brown-Forsythe Levene-type procedure (using the group medians) or the modified Levene-type procedure (using the group trimmed means). NAs from the data are omitted.

Usage

ltrend.test(y, group, score=NULL, option = c("mean", "median", 
           "trim.mean"), trim.alpha = 0.25)

Arguments

y our data
group factor of the data
score weights to be used in testing increasing/decreasing trend in group variances, "score" coincides by default with "group"; it can be chosen as a linear, quadratic or any other monotone function.
option the option must be "mean" corresponding to classical Levene's procedure (default), "median" corresponding to the robust Brown-Forsythe Levene-type procedure or "trim.mean" corresponding to the robust Levene-type procedure using the group trimmed means.
trim.alpha the fraction (0 to 0.5) of observations to be trimmed from each end of 'x' before the mean is computed.

Value

A list with the following numeric components.

statistic the value of the test statistic.
p.value the p-value of the test.
method type of test was performed.
data.name a character string giving the name of the data.

Author(s)

W. Wallace Hui, Yulia R. Gel, Joseph L. Gastwirth, Weiwen Miao

References

Brown, M.~B. and Forsythe, A.~B. (1974). Robust tests for equality of variances. Journal of the American Statistical Association, 69, 364-367.

Gastwirth, J.~L., Gel, Y.~R., and Miao, W. (2006). The Impact of Levene's Test of Equality of Variances on Statistical Theory and Practice. Working paper, Department of Statistics, George Washington University.

Levene, H. (1960). Robust Tests for Equality of Variances, in Contributions to Probability and Statistics, ed. I. Olkin, Palo Alto, CA: Stanford Univ. Press.

Lim,T.-S., Loh, W.-Y. (1996) A comparison of tests of equality of variances Computational Statistical & Data Analysis 22, 287-301.

See Also

levene.test

Examples


data(pot)
ltrend.test(pot[,"obs"], pot[,"type"], option="trim.mean", trim.alpha=0.25)

##    ltrend test based on the modified Levene-type procedure using
##    the group trimmed means
##
## data:  pot[,"obs"] 
## Test Statistic = -1.683, p-value = 0.0004288


[Package lawstat version 2.2 Index]