Performance of tests for homogeneity of variances in completely randomized designs

Authors

Keywords:

Heteroscedasticit, Type I error, Power

Abstract

By 1920, Fisher proposed the analysis of variance, which aims to decompose the total
variation in sources of variation known. For validity of the results of the analysis of variance,
this depends on some conditions are met presupposed. One reason to ignore checking of assump-
tions is the difficulty of finding adequate tests for such purpose. The assumption of homogeneity
of variances is the most important assumption of the analysis of variance. Violation of any
other assumption may result in heterogeneity of experimental error, and this further reinforces
the need for their study. Thus, the objectives of this research were to study the performance
and implement the control of type I error and power of 15 tests for homogenenidade variances
using Monte Carlo simulation, in varied settings of treatments and replicates. In normal and
randomized design proposals based on the likelihood showed the best results followed the proposal
presented by Bayesian Samiuddin. Variations Levene’s test had modest results in situations of
low reps which also happened to Cochran.

Author Biography

Denismar Alves Nogueira, Universidade Federal de Alfenas

Instituto de Ciências Exatas, unidade de Estatística

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Published

31-12-2013

How to Cite

Nogueira, D. A., & Pereira, G. M. (2013). Performance of tests for homogeneity of variances in completely randomized designs. Sigmae, 2(1), 7–22. Retrieved from https://publicacoes.unifal-mg.edu.br/revistas/index.php/sigmae/article/view/141

Issue

Vol. 2 No. 1 (2013): "Workaholic"

Section

Probability and Statistics

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