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Analysis of Levene’s Test Under Design Imbalance

General Electric Company

Martin S. Levy

University of Cincinnati

By means of three analyses, the operating characteristics of Levene‘s test of homoscedasticity in a 1 -way layout are shown to be systematically affected by design imbalance when the error terms are normal. We consider a formal general linear hypothesis analysis, an empirical analysis, and an analysis of expected mean squares, employing the heuristic justification for an ordinary ANOVA. We propose a simple correction involving leverage and analyze its effect, as well as that of another adjustment, on power and level.

Key Words: ANOVA • expected mean squares • heteroscedasticity • leverage • power • unbalanced designs

Journal of Educational and Behavioral Statistics, Vol. 22, No. 2, 227-236 (1997)
DOI: 10.3102/10769986022002227


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