Wgs. Hines et Rjo. Hines, Increased power with modified forms of the Levene (Med) test for heterogeneity of variance, BIOMETRICS, 56(2), 2000, pp. 451-454
While the conventional Levene (Med) test is a widely used and robust test f
or detecting heterogeneity of variance, it does not take notice of either t
he linear dependencies among the residuals involved or the possibility of a
mean (or median)-variance relationship. This paper explores the substantia
l improvements in power possible by investigating the benefits both of remo
ving such linear dependencies (structural zeros) and of modeling (even roug
hly) such relationships.