The choice of test depends on the specific characteristics of the data and the research question.
O’Brien’s test is a robust test for homogeneity of variance that is less sensitive to departures from normality than other tests such as Bartlett’s test and the F-test. It is particularly useful when the data are skewed or have heavy tails.
Bartlett’s test is used to test for homogeneity of variance when the data are normally distributed. It is sensitive to departures from normality, so it should not be used if the data are not normally distributed.
The F-test is used to compare the variances of two normally distributed populations. Like Bartlett’s test, it is sensitive to departures from normality.
Levene’s test is another robust test for homogeneity of variance that is less sensitive to departures from normality than Bartlett’s test and the F-test. It can be used with data that are not normally distributed.
The Brown-Forsythe test is a variation of Levene’s test that uses the median instead of the mean to calculate the test statistic. It is also a robust test for homogeneity of variance that can be used with data that are not normally distributed.
It is important to note that all of these tests have assumptions and requirements that must be met in order for the results to be valid. For example, the data must be independent and randomly sampled, and the sample sizes should be large enough for the tests to have adequate power. It is always a good idea to carefully check the assumptions and requirements before conducting any statistical test.
Homogeneity of variance is an important assumption shared by many parametric statistical methods. This assumption requires that the variance within each population be equal for all populations. The null hypothesis in a Levene’s test is that all group means are identical.
Assumptions and requirements of all homogeneity of variance tests:
Independent samples: The samples being compared must be independent, meaning that the observations in one sample cannot influence the observations in another sample.
Continuous variable: The variable being compared must be continuous, meaning it can take on any value on a continuum.
Normally distributed: The data in each sample should be normally distributed.
Specific requirements for each test:
O'Brien: The samples must have equal sample sizes.
Bartlett: The samples must have equal sample sizes and normally distributed data.
F test: The samples must have equal sample sizes and normally distributed data.
Levene's test: The samples do not need to have equal sample sizes, but the data in each sample should be normally distributed.
Brown-Forsythe test: The samples do not need to have equal sample sizes, and the data in each sample does not need to be normally distributed.
It is important to note that no test is perfect, and all homogeneity of variance tests are less powerful when the assumptions are not met.
However, the Brown-Forsythe test is generally considered to be the most robust to violations of the assumptions.
Which test to use?
If you have equal sample sizes and normally distributed data, you can use any of the tests listed above. However, if you have unequal sample sizes or non-normally distributed data, the Brown-Forsythe test is the best option.
Here are some additional tips for choosing a homogeneity of variance test:
If you have large sample sizes (n > 30), the tests are generally more robust to violations of the assumptions.
If you are unsure whether your data is normally distributed, you can use a normality test such as the Shapiro-Wilk test or the Kolmogorov-Smirnov test.
If you have any concerns about the assumptions, you can consult with a statistician.