function [Cochtest]=Cochtest(X,alpha)
%Cochran's test for homogeneity of variances for equal or unequal sample sizes.
%[It calls to the Cochran's cunulative distribution function cochcdf(C,k,v).]
% The use of the function. Let C is a set of k Chi-squared
% distributed sums of squares (or the corresponding variances),
% each of v degrees of freedom. To accept at a significance
% level (alpha) that the maximum variance differ from the other ones,
% one should examine:
% P <= alpha
% where, P=1-cochpdf(C,k,v) and C=max(s2)/sum(s2).
%
%
% Syntax: function [Cochtest]=Cochtest(X,alpha)
%
% Inputs:
% X - data matrix (Size of matrix must be n-by-2; data=column 1, sample=column 2).
% alpha - significance level (default = 0.05).
% Outputs:
% - Sample variances vector.
% - Whether or not the homoscedasticity was met.
%
% Example: From the example 10.13 of Zar (1999, p. 202-203), to test the Cochran's
% homoscedasticity of data with a significance level = 0.05.
%
% Diet
% ---------------------------------
% 1 2 3 4
% ---------------------------------
% 60.8 68.7 102.6 87.9
% 57.0 67.7 102.1 84.2
% 65.0 74.0 100.2 83.1
% 58.6 66.3 96.5 85.7
% 61.7 69.8 90.3
% ---------------------------------
%
% Data matrix must be:
% X=[60.8 1;57.0 1;65.0 1;58.6 1;61.7 1;68.7 2;67.7 2;74.0 2;66.3 2;69.8 2;
% 102.6 3;102.1 3;100.2 3;96.5 3;87.9 4;84.2 4;83.1 4;85.7 4;90.3 4];
%
% Calling on Matlab the function:
% Cochtest(X)
%
% Answer is:
%
% The number of samples are: 4
%
% Sample Size Variance
% 1 5 9.3920
% 2 5 8.5650
% 3 4 7.6567
% 4 5 8.3880
%
% Cochran's Test for Equality of Variances C = 0.2762
% Probability associated to the Cochran's statistic = 0.4719
% The associated probability for the Cochran' test is equal or larger than 0.05
% So, the assumption of homoscedasticity was met.
%
% Created by A. Trujillo-Ortiz and R. Hernandez-Walls
% Facultad de Ciencias Marinas
% Universidad Autonoma de Baja California
% Apdo. Postal 453
% Ensenada, Baja California
% Mexico.
% atrujo@uabc.mx
%
% April 21, 2003.
%
% To cite this file, this would be an appropriate format:
% Trujillo-Ortiz, A. and R. Hernandez-Walls. (2003). Cochtest: Cochran's test for
% homogeneity of variances for equal or unequal sample sizes. A MATLAB file.
% [WWW document]. URL http://www.mathworks.com/matlabcentral/fileexchange/
% loadFile.do?objectId=3292&objectType=FILE
%
% References:
%
% Zar, J. H. (1999), Biostatistical Analysis (2nd ed.).
% NJ: Prentice-Hall, Englewood Cliffs. p. 202-203.
%
if nargin < 2,
alpha = 0.05;
end
k=max(X(:,2));
fprintf('The number of samples are:%2i\n\n', k);
n=[];n2=[];s2=[];
indice=X(:,2);
for i=1:k
Xe=find(indice==i);
eval(['X' num2str(i) '=X(Xe,1);']);
eval(['n' num2str(i) '=length(X' num2str(i) ') ;']);
eval(['n2' num2str(i) '=(length(X' num2str(i) ').^2);']);
eval(['s2' num2str(i) '=(std(X' num2str(i) ').^2) ;']);
eval(['xn= n' num2str(i) ';']);
eval(['xn2= n2' num2str(i) ';']);
eval(['xs2= s2' num2str(i) ';']);
n=[n;xn];n2=[n2;xn2];s2=[s2;xs2];
end
disp(' Sample Size Variance')
for i=1:k
fprintf(' %d %2i %.4f\n',i,n(i),s2(i))
end
disp(' ')
%Cochran's test procedure.
C=max(s2)/sum(s2); %Cochran's C statistic.
v=k-1;
no=(1/v)*(sum(n)-(sum(n2)/sum(n))); %procedure for equal or unequal sample sizes.
v=round(no)-1; %sample degrees of freedom.
P=1-cochcdf(C,k,v); %probability associated to the Cochran's C statistic.
fprintf('Cochran''s Test for Equality of Variances C = %3.4f\n', C);
fprintf('Probability associated to the Cochran''s statistic = %3.4f\n', P);
if P >= alpha;
fprintf('The associated probability for the Cochran'' test is equal or larger than% 3.2f\n', alpha);
fprintf('So, the assumption of homoscedasticity was met.\n');
else
fprintf('The associated probability for the Cochran''s test is smaller than% 3.2f\n', alpha);
fprintf('So, the assumption of homoscedasticity was not met.\n');
end