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In statistics, homogeneity and its opposite, heterogeneity, arise in describing the properties of a dataset, or several datasets. They relate to the validity of the often convenient assumption that the statistical properties of any one part of an overall dataset are the same as any other part.
Homogeneity of variances: Each dependent variable must demonstrate similar levels of variance across each independent variable. Violation of this assumption can be conceptualised as a correlation existing between the variances and the means of dependent variables.
Heteroscedasticity often occurs when there is a large difference among the sizes of the observations. A classic example of heteroscedasticity is that of income versus expenditure on meals. A wealthy person may eat inexpensive food sometimes and expensive food at other times. A poor person will almost always eat inexpensive food.
When there is homogeneity of variance, sphericity of the covariance matrix will occur, because for between-subjects independence has been maintained. [5] [page needed] For the within-subject effects, it is important to ensure normality and homogeneity of variance are not being violated. [5] [page needed]
The F-test is computed by dividing the explained variance between groups (e.g., medical recovery differences) by the unexplained variance within the groups. Thus, = If this value is larger than a critical value, we conclude that there is a significant difference between groups.
Thus, the null hypothesis of equal variances is rejected and it is concluded that there is a difference between the variances in the population. Levene's test has been used in the past before a comparison of means to inform the decision on whether to use a pooled t-test or the Welch's t-test for two sample tests or analysis of variance or Welch ...
Analysis of variance (ANOVA) is a collection of statistical models and their associated estimation procedures (such as the "variation" among and between groups) used to analyze the differences between groups. It uses F-test by comparing variance between groups and taking noise, or assumed normal distribution of group, into consideration by ...
In a scientific study, post hoc analysis (from Latin post hoc, "after this") consists of statistical analyses that were specified after the data were seen. [1] [2] They are usually used to uncover specific differences between three or more group means when an analysis of variance (ANOVA) test is significant. [3]