Perform O'Brien test for equality of variances

Implements O'Brien's observation-level transformed-residual test for equality of group variances.

Usage

performOBrienTest(model, data, group)

Arguments

model

A fitted lm object.

data

Data frame used to fit model and containing the grouping variable.

group

Grouping variable name.

Details

For each residual within a group, O'Brien's transformation combines its squared deviation from the group mean with the group's sample variance and sample size. A one-way ANOVA of those transformed observations yields an approximate \(F_{k-1,N-k}\) test. Every group must contain at least three observations.

Value

An object of class htest containing the F statistic, numerator and denominator degrees of freedom, and p-value.

References

O'Brien, R. G. (1981). A simple test for variance effects in experimental designs. Psychological Bulletin, 89(3), 570–574.

Examples

 set.seed(1702)
 n <- 25
 d <- data.frame(g = factor(rep(letters[1:3], each = n)), x = rnorm(3 * n))
 d$y <- 2 + d$x + rnorm(3 * n, sd = rep(c(1, 1, 1.8), each = n))
 m <- lm(y ~ x, data = d)
 performOBrienTest(m, d, "g")
#> 
#> 	O'Brien test for equality of variances
#> 
#> data:  y ~ x
#> F = 4.1739, df1 = 2, df2 = 72, p-value = 0.01927
#> alternative hypothesis: at least one group variance differs
#>