TESTING HOMOGENEITY OF MANY WITHIN-SUBJECT VARIANCES USING SMALL SAMPLES

The problem of testing homogeneity of many within-subject variances us ing small samples is addressed. The asymptotic null distribution of mi nus twice the likelihood ratio statistic, as the number of subjects te nds to infinity, is derived. By inverting the characteristic function of this statistic numerically, the performance of the corresponding cr itical values may be assessed, and compared with competing approximati ons. A real data example and a theoretical comparison demonstrate the accuracy of the critical values derived.