Inline below. -- Bert
On Mon, Aug 30, 2010 at 1:05 PM, Iasonas Lamprianou <lampria...@yahoo.com>wrote: > > Dear friends, > two years ago (as I found on the web) Paul sent the following message but I > was not able to find if he got an answer. Today I have the same question and > it would be great if I could find out that this test has been implemented > (somehow) in R. Please do not confuse it with the Brown-Forsythe test of > equality of variances. Thank you: > > I've been searching around for a function for computing the Brown-Forsythe > F* statistic which is a substitute for the normal ANOVA F statistic for when > there are unequal variances, and when there is evidence of non-normality. False, I think, as I'm not entirely clear on your meaning. Brown-Fosythe is a test for the equality of spreads among groups. From Wikipedia: The transformed response variable is constructed to measure the spread<http://en.wikipedia.org/wiki/Statistical_dispersion>in each group. Let [image: z_{ij}=\left\vert y_{ij} - \tilde{y}_j \right\vert] where [image: \tilde{y}_j] is the median<http://en.wikipedia.org/wiki/Median>of group *j*. The Brown–Forsythe test statistic is the model *F* statistic from a one way ANOVA on *zij*: In particular, it is NOT " a substitute for the normal ANOVA F statistic for when there are unequal variances, and when there is evidence of non-normality." -- Bert Gunter Genentech Noclinical Statistics [[alternative HTML version deleted]]
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