Variance ratio test (F-test)
The F-test is used to compare the variances of two samples.
- For both Sample 1 and Sample 2 select the variable of interest.
- Optionally select filters to include a subset of cases.
- Logarithmic transformation: select this option if the data need Logarithmic transformation.
The results windows for the F-test displays summary statistics of the two samples.
The F-statistic is the ratio of the larger variance over the smaller. If the associated (two-sided) P-value is less than the conventional 0.05, the null hypothesis is rejected and the conclusion is that the two variances do indeed differ significantly.
If you selected the Logarithmic transformation option, the program performs the calculations on the logarithms of the observations, but reports 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.
Go to Variance ratio test (F-test).