Re: [R] seeking robust test for equality of variances w/ observationweights

From: Berton Gunter <gunter.berton_at_gene.com>
Date: Sat 22 Jul 2006 - 03:35:45 EST


You can always bootstrap any robust spread measure (e.g. mad or higher efficiency versions from robustbase or other packages).

"The business of the statistician is to catalyze the scientific learning process." - George E. P. Box    

> -----Original Message-----
> From: r-help-bounces@stat.math.ethz.ch
> [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Alexis Diamond
> Sent: Friday, July 21, 2006 9:56 AM
> To: r-help@stat.math.ethz.ch
> Subject: [R] seeking robust test for equality of variances w/
> observationweights
>
> Hello R community,
>
> I am looking for a robust test for equality of variances that can take
> observation weights.
> I realize I can do the F-test with weighted variances, but
> I've read that
> this test is not very robust.
>
> So I thought about maybe adding a "weights" argument to John
> Fox's code for
> the Levene Test (in the "car" library, "levene.test"),
> substituting his "median" function for a " weighted.mean" and
> also including
> the observation weights in his "lm" run--
> after all, Levene's original test used the mean, not the median.
>
> I asked John about it and he doesn't know what the properties of this
> weighted Levene test would be.
> Does anyone have any thoughts or suggestions, or know of a
> robust weighted
> hypothesis test for equality of variances?
>
> Thank you in advance for any advice you can provide,
>
> Alexis Diamond
> adiamond@fas.harvard.edu
>
> [[alternative HTML version deleted]]
>
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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Sat Jul 22 03:40:40 2006

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