Testing for the Assumption of Equal Variances

One of the two assumptions for ANOVA is that the populations have equal
variances. If the likelihood ratio principle is applied to the problem of testing for
equal variances for normal data, then the result is Bartletts test. This is a generali-
zation of the F test for equal variances given in Section 10.5, and it is very sensitive
to the normality assumption.
The Levene test is much less sensitive to the assumption of normality. Essen-
tially, this test involves performing an ANOVAon the absolute values of the residuals,
which are the deviations x
ij
x
i
; j 1; 2; . . . ; J for each i 1, 2,. . ., I. That
is, a residual is the difference between an observation and its row mean (mean for
its sample). The Levene test performs an ANOVA F test using the absolute residuals
jx
ij
x
i
j in place of x
ij
. The idea is to use absolute residuals to compare the variability
of the samples.
Example 11.3
(Example 11.2
continued)
Consider the data of Example 11.2. Here are the observations again along with the
means and the absolute values of the residuals.
x
i
Sjx
ij
x
i
j
Mixture 1 .56 1.12 .90 1.07 .94 .918
jresidual 1j .358 .202 .018 .152 .022 .752
Mixture 2 .72 .69 .87 .78 .91 .794
jresidual 2j .074 .104 .076 .014 .116 .384
Mixture 3 .62 1.08 1.07 .99 .93 .938
jresidual 3j .318 .142 .132 .052 .008 .652
1.788
Now apply ANOVA to the absolute residuals. The sum of all 15 squared absolute
residuals is .3701, so
SST :3701 1:788
2
=15 :3701 :2131 :1570
SSTr
1
5
:752
2
:384
2
:652
2

:2131 :2276 :2131 :0145
SSE :1570 :0145 :1425
f
:0145=2
:1425=12
:61
Compare .61 to the critical value F
.10,2,12
2.81. Because .61 is much smaller than
2.81, there is no reason to doubt that the variances are equal.
Given that the absolute residuals are not normally distributed, it might seem
like a dumb idea to do an ANOVA on them. However, the ANOVA F-test is robust
to the assumption of normality, meaning that the assumption can be relaxed
somewhat. Thus, the Levene test works in spite of the normality assumption.
Note also that the residuals are dependent because they sum to zero within each
sample (row), but this again is not a problem if the samples are of sufficient size (If
J 2, why does each sample have both absolute residuals the same?). A sample
size of 10 is sufficient for excellent accuracy in the Levene test, but smaller samples
can still give useful results when only approximate critical values are needed. This
occurs when the test value is either far beyond the nominal critical value or well
below it, as in Example 11.3.
562 CHAPTER 11 The Analysis of Variance
Some software packages performthe Levene test, but they will not necessarily
get the same answer because they do not necessarily use absolute deviations from
the mean. For example, MINITAB uses absolute residuals with respect to the
median, an especially good idea in case of skewed data. By default, SAS uses the
squared deviations from the mean, although the absolute deviations from the mean
can be requested. SAS also allows absolute deviations from the median (as the BF
test, because Brown and Forsythe studied this procedure).
The ANOVA F-test is pretty robust to both the normality and constant
variance assumptions. The test will still work under moderate departures from
these two assumptions. When the sample sizes are all the same, as we are assuming
so far, the test is especially insensitive to unequal variances. Also, there is a
generalization of the two-sample t-test of Section 10.2 for more than two samples,
and it does not demand equal variances. This test is available in JMP, R, and SAS.
If there is a major violation of assumptions, then the situation can sometimes
be corrected by a data transformation, as discussed in Section 11.3. Alternatively,
the bootstrap can be used, by generalizing the method of Section 10.6 from two
groups to several. There is also a nonparametric test (no normality required), as
discussed in Exercise 37 of Chapter 14.
Exercises Section 11.1 (110)
1. An experiment to compare I 5 brands of golf
balls involved using a robotic driver to hit J 7
balls of each brand. The resulting between-sample
and within-sample estimates of s
2
were MSTr
123.50 and MSE 22.16, respectively.
a. State and test the relevant hypotheses using a
significance level of .05.
b. What can be said about the P-value of the test?
2. The lumen output was determined for each of I 3
different brands of 60-watt soft-white lightbulbs,
with J 8 bulbs of each brand tested. The sums
of squares were computed as SSE 4773.3 and
SSTr 591.2. State the hypotheses of interest
(including word definitions of parameters), and
use the F test of ANOVA (a .05) to decide
whether there are any differences in true average
lumen outputs among the three brands for this type
of bulb by obtaining as much information as possi-
ble about the P-value.
3. In a study to assess the effects of malaria infection on
mosquito hosts (Plasmodium cynomolgi: Effects of
Malaria Infection on Laboratory Flight Performance
of Anopheles stephensi Mosquitos, Exp. Parasitol.,
1977: 397404), mosquitoes were fed on either infec-
tive or noninfective rhesus monkeys. Subsequently
the distance they flew during a 24-h period was
measured using a flight mill. The mosquitoes were
divided into four groups of eight mosquitoes each:
infective rhesus and sporozites present (IRS),
infective rhesus and oocysts present (IRD), infective
rhesus and no infection developed (IRN), and
noninfective (C). The summary data values are
x
1
4:39 IRS , x
2
4:52 IRD , x
3

5:49 IRN , x
4
6:36 C , x

5:19, and
PP
x
2
ij
911:91. Use the ANOVA F test at level
.05 to decide whether there are any differences
between true average flight times for the four
treatments.
4. Consider the following summary data on the mod-
ulus of elasticity ( 10
6
psi) for lumber of three
different grades (in close agreement with values in
the article Bending Strength and Stiffness of Sec-
ond-Growth Douglas-Fir Dimension Lumber
(Forest Products J., 1991: 3543), except that the
sample sizes there were larger):
Grade J x
i
s
i
1 10 1.63 .27
2 10 1.56 .24
3 10 1.42 .26
Use this data and a significance level of .01 to test
the null hypothesis of no difference in mean modu-
lus of elasticity for the three grades.
5. The article Origin of Precambrian Iron Forma-
tions (Econ. Geol., 1964: 10251057) reports the
11.1 Single-Factor ANOVA 563