On 30 Aug 2010 at 13:25, Bert Gunter wrote: > Inline below. > > -- Bert
Wrong. There *is* a Brown-Forsythe test of equality of means given heterogeneity of variance. [Kirk's experimental design tst, 3rd Ed. p. 155 describes the test.] ---JRG John R. Gleason > > 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]] > > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
