Perform Levene's test for equality of variances
performLeveneTest.RdTests equality of variances across groups using residuals from a linear model.
Details
Absolute deviations from group means are analyzed via a one-way ANOVA. The resulting \(F\) statistic has \(k-1\) and \(N-k\) degrees of freedom under the null of equal variances.
References
Levene, H. (1960). Robust tests for equality of variances. In Contributions to Probability and Statistics (pp. 278–292). Stanford University Press.
Brown, M. B., & Forsythe, A. B. (1974). Robust tests for the equality of variances. Journal of the American Statistical Association, 69(346), 364–367. doi:10.1080/01621459.1974.10482955