A New Nonparametric Levene Test for Equal Variances

Abstract

Tests of the equality of variances are sometimes used on their own to compare variability across groups of experimental or non-experimental conditions but they are most often used alongside other methods to support assumptions made about variances. A new nonparametric test of equality of variances is described and compared to current ‘gold standard’ method, the median-based Levene test, in a computer simulation study. The simulation results show that when sampling from either symmetric or skewed population distributions both the median based and nonparametric Levene tests maintain their nominal Type I error rate; however, when one is sampling from skewed population distributions the nonparametric test has more statistical power.