Perform Hartley's Fmax test

Compares the maximum and minimum group residual variances using Hartley's maximum F-ratio distribution.

Usage

performHartleyFmaxTest(model, data, group)

Arguments

model

A fitted lm object.

data

Data frame used to fit model.

group

Name of the grouping variable.

Details

The statistic is \(F_{max}=\max_j s_j^2/\min_j s_j^2\). Under normality and equal group sizes its null distribution is the maximum F-ratio distribution for \(k\) independent mean squares with common degrees of freedom, evaluated with SuppDists::pmaxFratio(). If group sizes differ, the function warns and rounds the mean group size, then subtracts one, to obtain an approximate common integer degrees of freedom.

Value

An object of class htest containing the Fmax statistic, number of groups, reference degrees of freedom and p-value.

References

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

Examples

 set.seed(1701)
 n <- 20
 d <- data.frame(g = factor(rep(letters[1:3], each = n)), x = rnorm(3 * n))
 d$y <- 1 + d$x + rnorm(3 * n)
 m <- lm(y ~ x, data = d)
 performHartleyFmaxTest(m, d, "g")
#> [INFO] Running Hartley's Fmax test
#> 
#> 	Hartley's Fmax test
#> 
#> data:  y ~ x
#> F = 2.0941, groups = 3, df = 19, p-value = 0.2552
#> alternative hypothesis: at least one group variance differs
#>