Statistical FAQs

Why does JMP’s Brown-Forsythe test for homogeneity of variance differ from my hand calculations, or other products’ results?

JMP's Brown-Forsythe test is adjusted for singleton zero residuals. For the Brown-Forsythe homogeneity of variance test, with odd-number sample sizes within levels of the independent variable, one residual will be equal to zero. This artificially dampens the variance estimate for that group. JMP replaces the zero by the minimum non-zero value if there is only one zero residual. Otherwise, the zeros are kept. This adjustment is recommended in THEORY OF RANK TESTS, by Jaroslav Hajek and Zbynek Sidak, published by Academic Press, Incorporated.

FAQ # 2078
Last Updated: 2004 Mar 01

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