Which version of Levene's test to use?

[krajcsi]

See the center parameter in https://docs.scipy.org/doc/scipy-0.14.0/reference/generated/scipy.stats.levene.html, and some explanation in https://en.wikipedia.org/wiki/Levene%27s_test#Comparison_with_the_Brown%E2%80%93Forsythe_test

Median is the default option in statsmodels.

See also #86 about other tests to check homogeneity.

[krajcsi]

Summary by Katalin Gilányi

Three versions:

• mean (original)
• median (Brown és Forsythe (1974))
• trimmed (Brown és Forsythe (1974))

Carrol & Schneider (1985) suggests that the median should be used when the distribution is not known.

Carroll, R. J., & Schneider, H. (1985). A note on levene’s tests for equality of variances. Statistics & Probability Letters, 3(4), 191–194. https://doi.org/10.1016/0167-7152(85)90016-1