A bootstrap test for equality of variances

Abstract: We introduce a bootstrap procedure to test the hypothesis that variances are homogeneous. The procedure uses a variance-based statistic, and is derived from a normal-theory test for equality of variances. The test equivalently expressed the hypothesis as , where ’s are log contrasts of the population variances. A box-type acceptance region is constructed to test the hypothesis . Simulation results indicated that our method is generally superior to the Shoemaker and Levene tests, and the bootstrapped version of the Levene test in controlling the Type I and Type II errors. [Copyright &y& Elsevier]