In statistics, Levene's test is an inferential statistic used to assess the equality of variances for a variable calculated for two or more groups. This test is used because some common statistical procedures assume that variances of the populations from which different samples are drawn are equal. Levene's test assesses this assumption. It tests the null hypothesis that the population variances are equal (called homogeneity of variance or homoscedasticity). If the resulting p-value of Levene's test is less than some significance level (typically 0.05), the obtained differences in sample variances are unlikely to have occurred based on random sampling from a population with equal variances. 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's modified oneway ANOVA for multi-level tests. However, it was shown that such a two-step procedure may markedly inflate the type 1 error obtained with the t-tests and thus is not recommended. Instead, the preferred approach is to just use Welch's test in all cases. Levene's test may also be used as a main test for answering a stand-alone question of whether two sub-samples in a given population have equal or different variances. Levene's test was developed by and named after American statistician and geneticist Howard Levene.
Definition Levene's test is equivalent to a 1-way between-groups analysis of variance (ANOVA) with the dependent variable being the absolute value of the difference between a score and the mean of the group to which the score belongs (shown below as Z i j = | Y i j − Y ¯ i ⋅ | {\displaystyle Z_{ij}=|Y_{ij}-{\bar {Y}}_{i\cdot }|} ). The test statistic, W {\displaystyle W} , is equivalent to the F {\displaystyle F} statistic that would be produced by such an ANOVA, and is defined as follows:
W = ( N − k ) ( k − 1 ) ⋅ ∑ i = 1 k N i ( Z i ⋅ − Z ⋅ ⋅ ) 2 ∑ i = 1 k ∑ j = 1 N i ( Z i j − Z i ⋅ ) 2 , {\displaystyle W={\frac {(N-k)}{(k-1)}}\cdot {\frac {\sum _{i=1}^{k}N_{i}(Z_{i\cdot }-Z_{\cdot \cdot })^{2}}{\sum _{i=1}^{k}\sum _{j=1}^{N_{i}}(Z_{ij}-Z_{i\cdot })^{2}}},}
where
k {\displaystyle k} is the number of different groups to which the sampled cases belong,
N i {\displaystyle N_{i}} is the number of cases in the i {\displaystyle i} th group,
N {\displaystyle N} is the total number of cases in all groups,
Y i j {\displaystyle Y_{ij}} is the value of the measured variable for the j {\displaystyle j} th case from the i {\displaystyle i} th group,
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