ANOVA and the variance homogeneity assumption: Exploring a better gatekeeper

Br J Math Stat Psychol. 2018 Feb;71(1):1-12. doi: 10.1111/bmsp.12103. Epub 2017 Jun 1.

Abstract

Valid use of the traditional independent samples ANOVA procedure requires that the population variances are equal. Previous research has investigated whether variance homogeneity tests, such as Levene's test, are satisfactory as gatekeepers for identifying when to use or not to use the ANOVA procedure. This research focuses on a novel homogeneity of variance test that incorporates an equivalence testing approach. Instead of testing the null hypothesis that the variances are equal against an alternative hypothesis that the variances are not equal, the equivalence-based test evaluates the null hypothesis that the difference in the variances falls outside or on the border of a predetermined interval against an alternative hypothesis that the difference in the variances falls within the predetermined interval. Thus, with the equivalence-based procedure, the alternative hypothesis is aligned with the research hypothesis (variance equality). A simulation study demonstrated that the equivalence-based test of population variance homogeneity is a better gatekeeper for the ANOVA than traditional homogeneity of variance tests.

Keywords: ANOVA; Levene's test; equivalence testing; homogeneity of variance.

MeSH terms

  • Analysis of Variance*
  • Computer Simulation
  • Models, Statistical*
  • Probability
  • Programming Languages
  • Reproducibility of Results