Failure of Levene's test for equality of variance

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Discussion Overview

The discussion revolves around the challenges faced when conducting an ANOVA test in the presence of unequal variances, specifically in the context of a Master's thesis. Participants explore the implications of failing Levene's test for equality of variance and consider alternative statistical approaches and transformations to address these issues.

Discussion Character

  • Technical explanation
  • Debate/contested
  • Mathematical reasoning
  • Experimental/applied

Main Points Raised

  • One participant expresses concern about the validity of ANOVA results when Levene's test indicates unequal variances and seeks advice on alternative tests and the robustness of ANOVA under these conditions.
  • Another participant suggests using Bartlett's test as an alternative to Levene's test, particularly if the data is normally distributed, and mentions the possibility of data transformation.
  • It is noted that ANOVA is a generalization of the two-sample t-test, which can handle unequal variances, leading to the idea that ANOVA might also be robust in this regard.
  • A participant inquires about the safety of using the Welch option in SPSS to account for unequal variances and whether caution is still warranted in interpreting results.
  • Suggestions are made to consider nonparametric tests or data transformations as alternatives to address the issue of unequal variances.
  • One participant questions the utility of regression analysis as an alternative to ANOVA, referencing external resources for coding variables appropriately.
  • Concerns are raised about the effectiveness of data transformations, with one participant noting that despite attempts to transform data, unequal variances persist.
  • Another participant emphasizes that classical ANOVA may not be robust with respect to unequal variances and suggests exploring robust statistical methods or R-estimates as potential solutions.
  • There is a mention of analyzing groups separately as a possible approach to address the issue of unequal variances.

Areas of Agreement / Disagreement

Participants express a range of views on the robustness of ANOVA in the presence of unequal variances, with some suggesting alternative tests and approaches while others question the effectiveness of transformations and the validity of ANOVA results. No consensus is reached on the best course of action.

Contextual Notes

Limitations include the potential dependence on the normality of data for certain tests, the unresolved effectiveness of data transformations, and the varying capabilities of statistical software packages in handling unequal variances.

dune2
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Hey all, I am currently working on the statistics part of my Master thesis and I am conducting an ANOVA test to compare mean variances between three samples. Four out of the 15 compared variables do not satisfy Levene's test for equality of variance.:cry:
I know that ANOVA is relatively robust and most likely still offers valid results. Nonetheless, I will need to test the four variables for if they are truly different and I will have to choose and explain if and why ANOVA results are nonetheless valid.
How "safe" is ANOVA with these limitations and what test can I run (I am using SPSS 13 XP) to clarify the situation? Thanks a bunch!:wink:
 
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ANOVA is a test between means which makes use of the sample variances. You said you are testing whether the variances are equal across the samples, using Levene's test. Have you tried the alternative Bartlett test? In particular,
Engineering Statistics Handbook said:
If you have strong evidence that your data do in fact come from a normal, or nearly normal, distribution, then Bartlett's test has better performance.
You may try to transform the data (e.g. take logs) and hope that this solves the problem. See http://www.unf.edu/~dmohr/sta5126/chap6.pdf#search='levene%20test']this[/PLAIN] pdf file.
 
Last edited by a moderator:
Also bear in mind that One-factor anova is "a generalization of the two-sample t-test." The 2-sample t-test can deal with unequal variances, which leads me to think that so can ANOVA.
Engineering Stat. Handbook said:
The variances of the two samples may be assumed to be equal or unequal. Equal variances yields somewhat simpler formulas, although with computers this is no longer a significant issue.
But, a particular software package may not have this option. In some ANOVA packages (like SAS) specifying the "Welch" option controls for unequal variances.
 
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Thanks for the answers. I'm still wondering thought, if I use the Welch Option in SPSS ) I can tick a box and then I get another printout for that), will I be on the safe side to use the finings, or do I have to discard/be more cautious with the results that indicate unequal variaance?
 
As long as you are using the Welch option, you can say "while I realize that the variances may be unequal across samples with some probability, I am compensating for this by using the best [the only?] tool available in SPSS."

Other than this, you can either try transforming your sample or switch to using nonparametric tests.
 
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EnumaElish said:
Other than this, you can either try transforming your sample or switch to using nonparametric tests.

You mean like using logs, right? I am contemplating that right now for another part of my study (regression) but it becomes such a pain to infere the correct results from logarithmic results. Urgh!
Ah well, I guess I'll just stick to your defence for the ANOVA answers and if I actually have to recalculate all my data to logs, I can still ru the set again and see if the results differ!
 
Why don't you use regression instead of ANOVA? See this http://www.epa.gov/bioindicators/primer/tableall.html ; it explains how you can code your variables to use regression instead of ANOVA.
 
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i did the two way anova.
but the variances were not equal.
i had transformed the data but still get the unequal variances.
should i compared the each groups but using the Post hoc test?
 
Classical ANOVA is not truly robust with respect to unequal variances - converting the problem to a regression model is really going in circles, as the underlying notions and many calculations are the same.

Have you graphed the data - how symmetric or non-symmetric are the samples? You can try transformations all week, but at some point the you will waste more time than is practical. Have you (or your advisor) thought/discussed an analysis based on R-estimates, or some other robust approach? I have a feeling that may be your best bet.
 
  • #10
i transformed the data but the result still the same.
someone suggested me analyze separately...
will get the advise from the advisor
hopefully can solve this problems

cheers
 

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