Perform Bartlett's test for equality of variances

Source: man/performBartlettTest.Rd · Help: ?performBartlettTest

Uses bartlett.test on model residuals grouped by a factor.

Usage

performBartlettTest(model, data = NULL, group)

Arguments

model

an object of class lm.

data

data frame used to fit model. When NULL, the default, the model frame of model is used, so group must then be a variable of the model. The model frame holds the terms of the model rather than its variables (log(x) rather than x), so a model that transforms a variable needs data, as does a model with an offset() term.

group

name of the grouping variable.

Value

An object of class htest containing the chi-squared statistic, p-value and degrees of freedom.

Details

The test statistic compares the pooled variance to the individual group variances. It is computed as \(\chi^2 = (N - k) \ln S_p^2 - \sum (n_i - 1) \ln s_i^2\), where \(S_p^2\) is the pooled variance and \(s_i^2\) the group variances. Under the null it approximates a chi-square distribution with \(k-1\) degrees of freedom.

References

Bartlett, M. S. (1937). Properties of sufficiency and statistical tests. Proceedings of the Royal Society of London, 160(901), 268–282. doi:10.1098/rspa.1937.0109

Hartley, H. O. (1950). The maximum F-ratio as a short-cut test for heterogeneity of variance. Biometrika, 37(3/4), 308–312. doi:10.2307/2332383

Examples

 data(mtcars)
 mtcars$cyl <- factor(mtcars$cyl)
 m <- lm(mpg ~ wt, data = mtcars)
 performBartlettTest(m, mtcars, "cyl")