Re: [R] Brown-Forsythe F* Statistic

From: Paul Lynch <plynchnlm_at_gmail.com>
Date: Wed, 16 Apr 2008 19:14:00 -0400

You're right-- I think we're not talking about the same thing. It looks to me like the hov() function in the HH package is a test for whether or not the variances are different. What I was looking for was a test (also by Brown-Forsyth, and referred to as the F* statistic in my textbook) for testing whether means are different-- a test useful for the case where the distribution is non-normal (e.g. skewed) and the variances are unequal.

On Wed, Apr 16, 2008 at 3:18 PM, Peter Dalgaard <p.dalgaard_at_biostat.ku.dk> wrote:
>
> Richard M. Heiberger wrote:
>
> > The Brown-Forsyth test is included in the HH library in function hov().
> > hov is "homogeneity of variance".
> > Use
> > hov(y ~ x, data=mydata)
> > and
> > plot.hov(y ~ x, data=mydata)
> >
> >
> >
> Are you guys talking about the same thing? One seems to be talking about a
> modified F test for comparison of means, the other about comparison of
> variances.
>
>
> > Rich
> >
> > ______________________________________________
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> > PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> >
> >
>
>
> --
> O__ ---- Peter Dalgaard ุster Farimagsgade 5, Entr.B
> c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
> (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
> ~~~~~~~~~~ - (p.dalgaard_at_biostat.ku.dk) FAX: (+45) 35327907
>
>
>

-- 
Paul Lynch
Aquilent, Inc.
National Library of Medicine (Contractor)

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Received on Wed 16 Apr 2008 - 23:50:02 GMT

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