C.test: Cochran's C test of homogeneity of variances

In GAD: GAD: Analysis of variance from general principles

Description

Performs a Cochran's test of the null hypothesis that the largest variance in several sampled variances are the same.

Usage

C.test(object)

Arguments

object

An object of class lm, containing the specified design.

Details

The test statistic is a ratio that relates the largest variance to the sum of the sampled variances.

Value

A list of class htest containing the following components:

statistic	Cochran's C test statistic
p-value	The p-value of the test
alternative	A character string describing the alternative hypothesis
method	The character string Cochran test of homogeneity of variances
data.name	A character string giving the name of the lm object
estimate	Sample estimates of variances

Author(s)

Leonardo Sandrini-Neto ([e-mail])

See Also

gad

Examples

  library(GAD)
  data(rohlf95)
  cg <- as.fixed(rohlf95$cages)
  mq <- as.random(rohlf95$mosquito) 
  model <- lm(wing ~ cg + mq%in%cg, data = rohlf95)
  C.test(model)

Example output

Loading required package: matrixStats
Loading required package: R.methodsS3
R.methodsS3 v1.7.1 (2016-02-15) successfully loaded. See ?R.methodsS3 for help.

	Cochran test of homogeneity of variances

data:  model
C = 0.30762, n = 2, k = 12, p-value = 0.5899
alternative hypothesis: Group cage1.m2 has outlying variance
sample estimates:
cage1.m1 cage1.m2 cage1.m3 cage1.m4 cage2.m1 cage2.m2 cage2.m3 cage2.m4 
   0.500    4.805    0.080    1.620    0.000    1.125    0.980    2.000 
cage3.m1 cage3.m2 cage3.m3 cage3.m4 
   0.405    0.980    0.245    2.880 

GAD documentation built on May 2, 2019, 3:01 a.m.