Analysis of Levene’s Test Under Design Imbalance

Abstract

By means of three analyses, the operating characteristics of Levene‘s test of homoscedasticity in a 1 -way layout are shown to be systematically affected by design imbalance when the error terms are normal. We consider a formal general linear hypothesis analysis, an empirical analysis, and an analysis of expected mean squares, employing the heuristic justification for an ordinary ANOVA. We propose a simple correction involving leverage and analyze its effect, as well as that of another adjustment, on power and level.