var.test
F Test to Compare Two Variances
Performs an F test to compare the variances of two samples from normal populations.
- Keywords
- htest
Usage
var.test(x, ...)
"var.test"(x, y, ratio = 1, alternative = c("two.sided", "less", "greater"), conf.level = 0.95, ...)
"var.test"(formula, data, subset, na.action, ...)Arguments
- x, y
- numeric vectors of data values, or fitted linear model
objects (inheriting from class
"lm"). - ratio
- the hypothesized ratio of the population variances of
xandy. - alternative
- a character string specifying the alternative
hypothesis, must be one of
"two.sided"(default),"greater"or"less". You can specify just the initial letter. - conf.level
- confidence level for the returned confidence interval.
- formula
- a formula of the form
lhs ~ rhswherelhsis a numeric variable giving the data values andrhsa factor with two levels giving the corresponding groups. - data
- an optional matrix or data frame (or similar: see
model.frame) containing the variables in the formulaformula. By default the variables are taken fromenvironment(formula). - subset
- an optional vector specifying a subset of observations to be used.
- na.action
- a function which indicates what should happen when
the data contain
NAs. Defaults togetOption("na.action"). - ...
- further arguments to be passed to or from methods.
Details
The null hypothesis is that the ratio of the variances of the
populations from which x and y were drawn, or in the
data to which the linear models x and y were fitted, is
equal to ratio.
Value
-
A list with class
- statistic
- the value of the F test statistic.
- parameter
- the degrees of the freedom of the F distribution of the test statistic.
- p.value
- the p-value of the test.
- conf.int
- a confidence interval for the ratio of the population variances.
- estimate
- the ratio of the sample variances of
xandy. - null.value
- the ratio of population variances under the null.
- alternative
- a character string describing the alternative hypothesis.
- method
- the character string
"F test to compare two variances". - data.name
- a character string giving the names of the data.
"htest" containing the following components:
See Also
bartlett.test for testing homogeneity of variances in
more than two samples from normal distributions;
ansari.test and mood.test for two rank
based (nonparametric) two-sample tests for difference in scale.
Examples
library(stats)
x <- rnorm(50, mean = 0, sd = 2)
y <- rnorm(30, mean = 1, sd = 1)
var.test(x, y) # Do x and y have the same variance?
var.test(lm(x ~ 1), lm(y ~ 1)) # The same.
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