topic Re: Levene's Test in Statistical Procedures

Levene's Test

DonH — Thu, 25 Jan 2018 15:24:06 GMT

I have a client/user who wants me to automate some analytical code done (by someone else) a few years ago. One of the tests that it does is equality of the variance in two groups. The current code uses the Equality ODS output table to get the needed stats (numerator and denominator degrees of freedom, the F statistic and the P-Value).

They've asked me to confirm that the test is Levene's test. I have not been able to find any documentation on what the actual test is. I did see discussion that PROC GLM can be used to get Levene's test.

So I have a two-part question:

- is the TTEST Equality output using Levene's test?
- if not, what test is it using?

TIA, for any input/advice.
DonH

Re: Levene's Test

PaigeMiller — Thu, 25 Jan 2018 15:29:52 GMT

PROC TTEST uses a folded F-test to test the equality of variances.

You would need PROC GLM to get Levene's test.

Re: Levene's Test

DonH — Thu, 25 Jan 2018 15:55:18 GMT

Thx Paige. That make perfect sense. I noticed the output data set made reference to a folded F, but my stat skills are pretty rusty and did not realize what that meant,.

Thx again!