Testing Homogeneity of Variance

Date: 2022-12-05

Source: https://craigwright.net/blog/academics/testing-homogeneity-of-variance


An introductory simulation study established that Anova is extremely susceptible to heterogeneity of the variances. This occurs both in normally distributed and non-normal datasets. Even small deviances from homogeneity to that of heteroscedasticity results in inflated type I error.


← Back to archive