You can always bootstrap any robust spread measure (e.g. mad or higher efficiency versions from robustbase or other packages).
-- Bert Gunter Genentech Non-Clinical Statistics South San Francisco, CA "The business of the statistician is to catalyze the scientific learning process." - George E. P. Box > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Alexis Diamond > Sent: Friday, July 21, 2006 9:56 AM > To: r-help@stat.math.ethz.ch > Subject: [R] seeking robust test for equality of variances w/ > observationweights > > Hello R community, > > I am looking for a robust test for equality of variances that can take > observation weights. > I realize I can do the F-test with weighted variances, but > I've read that > this test is not very robust. > > So I thought about maybe adding a "weights" argument to John > Fox's code for > the Levene Test (in the "car" library, "levene.test"), > substituting his "median" function for a " weighted.mean" and > also including > the observation weights in his "lm" run-- > after all, Levene's original test used the mean, not the median. > > I asked John about it and he doesn't know what the properties of this > weighted Levene test would be. > Does anyone have any thoughts or suggestions, or know of a > robust weighted > hypothesis test for equality of variances? > > Thank you in advance for any advice you can provide, > > Alexis Diamond > [EMAIL PROTECTED] > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@stat.math.ethz.ch 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. > ______________________________________________ R-help@stat.math.ethz.ch 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.
