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Reinaldo
Level IV

How can I run the test of homogeneity of variance (Levene's test)?

Hi,

How can I run the Levene's test in JMP?

Thank you.

 

~Rei
3 ACCEPTED SOLUTIONS

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Re: How can I run the test of homogeneity of variance (Levene's test)?

You have several ways to compare the variance in the Oneway platform. In addition to the way that Jeff showed, you can select Unequal Variances command and get this report:

Capture.PNG

Learn it once, use it forever!

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gzmorgan0
Super User

Re: How can I run the test of homogeneity of variance (Levene's test)?

Reinaldo,

When there are complex effects, I typically recommend finding delta, the difference of the measured response minus the mean of fixed effects and time.  To visualize these effects, create a column Mean Effect using the formula, 

Col Mean( :Y, :Treatment, :Time )

Then create the column delta, Y - Mean effect.  Next call up the Variability chart and plot Y, Delta and Mean Effect by Treatment, Time, etc. This provides a visual representation of the variability.  Next combine columns representing the effects, call the new column Effects. Now perform a Oneway Analysis of Variance and test for Unequal Variances.

 

Many significance tests, especially for small sample group sizes or very large group sizes, might not flag or over flag.  If there are at least 5 to 10 per group, look at the ratio of the max stdev to the min stdev and if the ratio is more than 3 then it is showing unequal variance with 11-20 if the ratio is more than 2 and no outliers, then varainces are likely unequal.

 

JMP has a rich repeated measures example data table Cholesterol Stacked.jmp. I modified it per these suggestions and added two scripts prefixed by gzm: gzm - Variability and gzm - Oneway. This study is looking at the effects of two (A and B) cholesterol lowering drugs vs. a control and a placebo.   See attached file. Note the Levene's test in the report. 

 

As you might expect those getting an effective treatment will have more variation than those that are not (a person with higher cholesterol to begin with might have bigger drop, and drugs do have the same effect on all).

 

The cholesterol data is also used for a Manova analysis with tests for unequal covariance (sphericity tests).

 

 

 

 

 

 

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gzmorgan0
Super User

Re: How can I run the test of homogeneity of variance (Levene's test)?

To make the combined columns uncheck Indicators and multiple response.

 

From the attached scripts you should look at the data. From the Cholesterol Stacked data the variance is much larger for May and June for :Treatments levels A and B.   Also I look for equal variances for the first time period.  For a repeated measures, if one group's variance is much larger (or smaller) than the other groups' variance, this could be an indication of bias in the groups.  

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Jeff_Perkinson
Community Manager Community Manager

Re: How can I run the test of homogeneity of variance (Levene's test)?

A search of the JMP documentation online lead me to this page which shows that Levene's test is in the Analysis of Means (ANOM) section of Fit Y by X.

 

JMPScreenSnapz198.png

 

 

-Jeff
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Reinaldo
Level IV

Re: How can I run the test of homogeneity of variance (Levene's test)?

Hi @Jeff_Perkinson

Thank you for your post. In general, the result of homogeneity of variance (Levene's test) is given by F-ratio, p-value. So, how can I interpret ANOM to provide that F-ratio, p-value, please?

Thank you.

~Rei
Highlighted

Re: How can I run the test of homogeneity of variance (Levene's test)?

You have several ways to compare the variance in the Oneway platform. In addition to the way that Jeff showed, you can select Unequal Variances command and get this report:

Capture.PNG

Learn it once, use it forever!

View solution in original post

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Reinaldo
Level IV

Re: How can I run the test of homogeneity of variance (Levene's test)?

Thank you, Mark! Ah, I need to select Unequal Variances command to get F-ratio. Great! :)

~Rei
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Reinaldo
Level IV

Re: How can I run the test of homogeneity of variance (Levene's test)?

Please, @markbailey, just an additional question for this topic: in case I run a repeated-measures design, should I perform my outcome Weight By timepoint to test the homogeneity of variance?

Thank you.

~Rei
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Re: How can I run the test of homogeneity of variance (Levene's test)?

The homogeniety tests are availabe lin Oneway, not the other platforms that you would use for a repeated measures analysis.

Learn it once, use it forever!
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Reinaldo
Level IV

Re: How can I run the test of homogeneity of variance (Levene's test)?

Please, do you think it is correct to perform the outcome Weight By Timepoint using Oneway Analysis?

In this case, the variance of that outcome Weight will be shown across the timepoints. Does it make sense?

~Rei
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Re: How can I run the test of homogeneity of variance (Levene's test)?

I do not know the design of your study. I only know that the response is measured repeatedly over time

One way is not appropriate. You can examine the residuals from the repeated measures analysis to evaluate homogeneity.

Learn it once, use it forever!
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Reinaldo
Level IV

Re: How can I run the test of homogeneity of variance (Levene's test)?

Please, may you give me more information how to evaluate the homogeneity of variance using those residuals which are shown in the Fit Model?

Thank you, Mark!

~Rei
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