Usage Note 22526: Is there a way to test for homogeneity of variances and heteroscedasticity?
Yes, there is a way to test for homogeneity of variances and heteroscedasticity. It is also possible to model the variance at the same time that you model the mean response by using the HETERO statement in SAS/ETS PROC QLIM or the
VARMOD macro.
Beginning with SAS 6.12, the HOVTEST= option in the MEANS statement of the ANOVA and GLM procedures enables you to test homogeneity of variances for one-way ANOVA models and to perform Welch's test for differences between group means when the group variances are not assumed to be equal. The Bartlett, Brown-Forsythe, Levene, and O'Brien variance tests are provided. For example, the following statements request the Levene and Welch test:
proc glm;
class trt;
model y = trt;
means trt / hovtest=levene welch;
run;
Tests of homogeneity of variance are also available in SAS/LAB software. Bartlett's test can also be done using this sample program in the SAS/STAT sample library.
Operating System and Release Information
| SAS System | SAS/STAT | All | n/a | |
| SAS System | SAS/ETS | z/OS | 8.1 TS1M0 | |
| OpenVMS VAX | 8.1 TS1M0 | |
| OS/2 | 8.1 TS1M0 | |
| Microsoft Windows 95/98 | 8.1 TS1M0 | |
| Microsoft Windows 2000 Advanced Server | 8.1 TS1M0 | |
| Microsoft Windows 2000 Datacenter Server | 8.1 TS1M0 | |
| Microsoft Windows 2000 Server | 8.1 TS1M0 | |
| Microsoft Windows 2000 Professional | 8.1 TS1M0 | |
| Microsoft Windows NT Workstation | 8.1 TS1M0 | |
| Microsoft Windows XP Professional | 8.1 TS1M0 | |
| Windows Millennium Edition (Me) | 8.1 TS1M0 | |
| ABI+ for Intel Architecture | 8.1 TS1M0 | |
| AIX | 8.1 TS1M0 | |
| HP-UX | 8.1 TS1M0 | |
| IRIX | 8.1 TS1M0 | |
| OpenVMS Alpha | 8.1 TS1M0 | |
| Solaris | 8.1 TS1M0 | |
| Tru64 UNIX | 8.1 TS1M0 | |
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
| Type: | Usage Note |
| Priority: | low |
| Topic: | SAS Reference ==> Procedures ==> GLM
SAS Reference ==> Procedures ==> ANOVA
Analytics ==> Analysis of Variance
SAS Reference ==> Procedures ==> QLIM
|
| Date Modified: | 2005-10-10 11:16:00 |
| Date Created: | 2002-12-16 10:56:39 |
