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Comparing the variances of dependent groups

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Abstract

Recently several new attempts have been made to find a robust method for comparing the variances ofJ dependent random variables. However, empirical studies have shown that all of these procedures can give unsatisfactory results. This paper examines several new procedures that are derived heuristically. One of these procedures was found to perform better than all of the robust procedures studied here, and so it is recommended for general use.

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The author would like to thank the reviewers for their very helpful comments on an earlier draft of this paper.

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Wilcox, R.R. Comparing the variances of dependent groups. Psychometrika 54, 305–315 (1989). https://doi.org/10.1007/BF02294522

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  • DOI: https://doi.org/10.1007/BF02294522

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