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Testing for Homoscedasticity

  • Chapter
Prescriptions for Working Statisticians

Part of the book series: Springer Texts in Statistics ((STS))

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Abstract

The problem statisticians have, when confronted with several populations with different variances, range from problems solved merely by a minor adjustment to problems for which no satisfactory solution exists. Many statistical procedures, based on the assumption of homoscedasticity of the populations under study, are highly sensitive to deviations of the population variances from equality. It is therefore critical to learn how to test for homoscedasticity. That is the goal of this chapter. But it may not be as critical to learn the appropriate modifications to each and every statistical procedure in the face of heteroscedasticity. It may be more worthwhile to learn portmanteau techniques, good for all occasions, for transforming the various population data sets into homoscedastic ones. That we shall do in the chapter on transformations.

“To make a preliminary test on variances is rather like putting to sea in a rowing boat to find out whether conditions are sufficiently calm for an ocean liner to leave port!”

Box [1953]

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Authors and Affiliations

  1. Graduate School of Business, University of Chicago, Chicago, IL, 60637, USA

    Albert Madansky

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© 1988 Springer-Verlag New York Inc.

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Madansky, A. (1988). Testing for Homoscedasticity. In: Prescriptions for Working Statisticians. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-3794-5_3

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  • DOI: https://doi.org/10.1007/978-1-4612-3794-5_3

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4612-8354-6

  • Online ISBN: 978-1-4612-3794-5

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