Statistics - Levene's test (Homogeneity variance test)

> Statistics

1 - About

A Levene's test is essentially like a t-test but instead of comparing means it's comparing variances.

If the test is significant, the homogeneity variance assumption is violated but we have a significant difference in variances. It's an effect.

Advertising

3 - What if homogeneity variance is violated

3.1 - Welch's procedure

ie adjusting the degrees of freedom and the p value.

The goal of this procedure is to protect ourselves against this increased probability of type one error that's often associated with violations of homogeneity variance.