Re: constant variance assumption

["Liaw, Andy" <andy_liaw@merck.com>]

Hi Ryan,

 

Before thinking about testing for homogeneity of variances, I would suggest that you consider the following:

 

1.  What would be your action/decision given the outcome of the test?  If you are still going to do the ANOVA anyway, then why would you do the test?  If not, what are the alternative?

 

2.  If you are going to test the hypothesis of equal means, but conditioning the test you use on the outcome of the test on homogeneity of variances, would your final p-value be valid?

 

Tests for homogeneity of variances, in general, have fairly low power for small sample sizes.  I've seen some `rule of thumb' that if the variances do not differ by, say, one order of magnitude, then it's not worth worrying about.

 

Best,

Andy

-----Original Message-----
From: s-news-owner@lists.biostat.wustl.edu [mailto:s-news-owner@lists.biostat.wustl.edu] On Behalf Of Schneck, Ryan
Sent: Wednesday, April 14, 2004 10:07 AM
To: S+ (E-mail)
Subject: [S] constant variance assumption

Hello everyone,

When conducting an anova test, is there a way to produce a p-value for a hypothesis test of constant variance??
Oh, and a side question:  I do not know how to check s-news to see if my questions have already been addressed.  How do I do that?

Thank you!

________________________________
Ryan Schneck
Research Assistant
S&P Global Fixed Income Research
55 Water Street
New York, NY 10041
phone: 212-438-1698
fax: 212-438-6513
ryan_schneck@standardandpoors.com

---

The information contained in this message is intended only for the recipient, and may be a confidential attorney-client communication or may otherwise be privileged and confidential and protected from disclosure. If the reader of this message is not the intended recipient, or an employee or agent responsible for delivering this message to the intended recipient, please be aware that any dissemination or copying of this communication is strictly prohibited. If you have received this communication in error, please immediately notify us by replying to the message and deleting it from your computer.

Thank you,

Standard & Poor's

---

------------------------------------------------------------------------------
Notice: This e-mail message, together with any attachments, contains information of Merck & Co., Inc. (One Merck Drive, Whitehouse Station, New Jersey, USA 08889), and/or its affiliates (which may be known outside the United States as Merck Frosst, Merck Sharp & Dohme or MSD and in Japan, as Banyu) that may be confidential, proprietary copyrighted and/or legally privileged. It is intended solely for the use of the individual or entity named on this message. If you are not the intended recipient, and have received this message in error, please notify us immediately by reply e-mail and then delete it from your system.
------------------------------------------------------------------------------