Thanks. I stand corrected, then. -- Bert
On Mon, Aug 30, 2010 at 1:45 PM, JRG <loesl...@verizon.net> wrote: > 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]] > > > > > > > -- Bert Gunter Genentech Nonclinical Biostatistics 467-7374 http://devo.gene.com/groups/devo/depts/ncb/home.shtml [[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.
