bbtest 1.0

Date Added: April 14, 2013 | Visits: 272

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The homogeneity of variances test is a useful tool in many scientific applications. Boos and Brownie (2004) and Conover et al. (1981) give a broad review.Here, we developed an m-file as an alternative to the homogeinity of variances test considering the modification of the Bartlett's test investigated by Boos and Brownie (1989). As Lim and Loh (1996) pointed out, the modification did is motivated by the fact that under weak regularity conditions the Bartlett's statistic tends to the Chi-squared times one-half the kurtosis-1 under Ho.BBTEST treats NaN values as missing values, and removes them.Syntax: function bbtest(X,alpha) Inputs:X - data matrix (Size of matrix must be n-by-2; data=column 1,sample=column 2)alpha - significance level (default = 0.05)Outputs:- Sample variances vector- Whether or not the homoscedasticity was met

Requirements: No special requirements

Platforms: Matlab

Keyword: Bbtest, Bbtestxalpha, Function, Inputs, Kurtosis, Missing, Onehalf, Removes, Syntax, Values

Users rating: 0/10

License: Shareware

Size: 10 KB

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