Standardized Likelihood Ratio Test for Homogeneity of Variance Based on Likelihood Ratio Under Normality

Year 2017, Volume: 30 Issue: 3, 223 - 235, 20.09.2017

Esra Gökpınar

Abstract

In this article, standardized likelihood ratio test is proposed for the homogeneity
of variances under normality. The proposed method is compared with some of the
existing methods via Monte Carlo simulation for various parameter combinations,
different group sizes and sample sizes in terms of type I error rate and power
of test. According to numeric results, the proposed method performs quite well according
to its alternatives. 

Keywords

Standardized likelihood ratio test, Homogeneity of variances, Type I error

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