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Unequal Variances Test - All pairs

Bengom87
Level I

Hello, 

 

In the Oneway platform, JMP can create an Unequal Variances test such as Levene or Bartlett. is it possible to conduct all pair test for variance like Tukey Kramer for means?

2 REPLIES 2
txnelson
Super User


Re: Unequal Variances Test - All pairs

I am not aware of an option to do an all pairs variance comparison.  However, one can always subset the data into to groups at a time, and run a variance check.  Scripting a thing like that would not be very difficult.

Jim


Re: Unequal Variances Test - All pairs

As @txnelson commented, there is no test option natively in JMP currently (as of 17.0.0) for a "multiple comparison's version" of a test for Unequal Variances.  You can certainly do the variance comparisons separately pairwise, but you won't get the benefit of alpha correction like you do with a multiple comparisons test on the means with a method like Tukey-HSD. 

 

I'd recommend searching the Wishlist and putting this one on there (community.jmp.com/wishlist) if it's not there already.

 

Note that in JMP 17 in Oneway, you now get a plot of the 2-sided confidence interval of the standard deviation by Level, vs the overall average standard deviation (dashed black line).  This is meant to give you a graphical-visual indication of where the variance might be different between levels (relative to the grand average standard deviation).

PatrickGiuliano_0-1673957330458.png

 

You can also use Analysis of Means (ANOM) Methods (e.g. ANOM for Variances under the red triangle in Oneway), or Heterogeneity of Variance (HOV) testing (in the Variability/Gauge Chart Platform) to help explore/ identify where specific variances are not the same between groups.