leveneTests function

Levene Tests of Homogeneity of Variances

This function extends leveneTest to a multivariate response setting. It performs the Levene test of homogeneity of variances for each of a set of response variables, and prints a compact summary.

leveneTests(y, ...)

## Default S3 method:
leveneTests(y, group, center = median, ...)

## S3 method for class 'formula'
leveneTests(y, data, ...)

## S3 method for class 'lm'
leveneTests(y, ...)

Arguments

• y: A data frame or matrix of numeric response variables for the default method, or a model formula for a multivariate linear model, or the multivariate linear model itself. In the case of a formula or model, the variables on the right-hand-side of the model must all be factors and must be completely crossed.
• ...: arguments to be passed down to leveneTest, e.g., data for the formula and lm methods; can also be used to pass arguments to the function given by center (e.g., center=mean and trim=0.1 specify the 10% trimmed mean) other arguments.
• group: a vector or factor object giving the group for the corresponding elements of the rows of y for the default method
• center: The name of a function to compute the center of each group; mean gives the original Levene's (1960) test; the default, median, provides a more robust test suggested by Brown and Forsythe (1974).
• data: the data set, for the formula method

Returns

An object of classes "anova" and "data.frame", with one observation for each response variable in y.

Examples

leveneTests(iris[,1:4], iris$Species)

# handle a 1-column response?
leveneTests(iris[,1, drop=FALSE], iris$Species)

data(Skulls, package="heplots")
leveneTests(Skulls[,-1], Skulls$epoch)

# formula method
leveneTests(cbind(mb, bh, bl, nh) ~ epoch, data=Skulls)

# use 10% trimmed means
leveneTests(cbind(mb, bh, bl, nh) ~ epoch, data=Skulls, trim = 0.1)

# mlm method
skulls.mod <- lm(cbind(mb, bh, bl, nh) ~ epoch, data=Skulls)
leveneTests(skulls.mod)

References

Levene, H. (1960). Robust Tests for Equality of Variances. In Olkin, I. et al. (Eds.), Contributions to Probability and Statistics: Essays in Honor of Harold Hotelling, Stanford University Press, 278-292.

Brown, M. B. & Forsythe, A. B. (1974). Robust Tests For Equality Of Variances Journal of the American Statistical Association, 69 , 364-367.

See Also

leveneTest, bartlettTests

Author(s)

Michael Friendly