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Variance ratio test (F-test)

Command:Statistics
Next selectVariance ratio test (F-test)

Description

The F-test is used to compare the variances of two samples.

Required input

DVariance ratio test (F-test) - dialog box

In the dialog box first identify the variables for sample 1 and sample 2. You can use the Drop-down button button to select variables and filters in the variables list.

Options

Logarithmic transformation: select this option if the data are positively skewed.

Results

Variance ratio test (F-test) - results

The program displays summary statistics and the variances of the two samples. Next the results of the variance ratio test and the F-statistic is given, which is the ratio of the larger variance over the smaller, with its associated (two-sided) P-value. If the P-value is less than the conventional 0.05, the null hypothesis is rejected and the conclusion is that the two variances differ significantly.

Logarithmic transformation

If you selected the Logarithmic transformation option, the program will give the back-transformed summary statistics. The variance of the logs cannot be back-transformed meaningfully and therefore the variances and the variance ratio are given on the log-transformed scale.

Literature

  • Bland M (2000) An introduction to medical statistics, 3rd ed. Oxford: Oxford University Press.

See also