Perform Brown-Forsythe test for equality of variances¶

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

Brown-Forsythe test using medians instead of means.

Usage¶

performBrownForsytheTest(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 F statistic, p-value and degrees of freedom.

Details¶

The absolute deviations from the group medians are compared across groups. The resulting statistic is an \(F\) ratio with \(k-1\) and \(N-k\) degrees of freedom.

References¶

Brown, M. B., & Forsythe, A. B. (1974). Robust tests for the equality of variances. Journal of the American Statistical Association, 69(346), 364–367.

Examples¶

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