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Levene's test is a nonparametric test that is used to test equality of variance when there are several (more than two) samples. The hypothesis for Levene's test is:
H0 the samples are drawn from populations with equal variances
H1 the variance of at least one of the populations is different
The test uses the statistic 'W' where:
Where:
| N |
total number of values |
| Ni |
number of values in row 'i' |
| k |
number of levels |
 |
median of level 'i' |
 |
the average of all the zij values |
 |
the average of the zij values in row 'i' |
The ANOVA method relies on the assumption that the variance is the same for all the samples. Levene's test can be used to check this.
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