I am trying interpret the results of Bartlett's test run in SAS. This is the output I get:
Bartlett's Test for Homogeneity
of HoursWorked Variance
Source DF Chi-Square Pr > ChiSq
Year 1 0.00103 0.9744
My data is comparing the average hours worked between a group of countries between two years. Since the pr
is larger than chisq
, does that mean there are or aren't equal variances?
Best Answer
It is better to say that Bartlett's test is testing for heteroscedasticity / heterogeneity of variance than to say that it is testing for homogeneity of variance. Homogeneity of variance is the null hypothesis here. The $p$-value gives you information about whether to reject that.
The $p$-value in Bartlett's test mean the same thing as does the $p$-value in any other test. Specifically, it is the probability of getting data as far or further from the null value as your data are, if the null were true. In the context of Bartlett's test, it is: the probability of getting sample variances as far or further from equality as your variances are, if they really were equal. Your $p$-value is very, very high. Your variances should be very close to equal, given the amount of variability in variances that can naturally occur in your data.
Edit: let me clarify a few confusions here.
Pr > ChiSq
") is shorthand for 'the proportion of the reference chi-squared distribution that is greater than your observed chi-squared test statistic'. Under the null (i.e., equal variances), your test value is distributed as a chi-squared with 1 degree of freedom. Your observed value (0.00103
), is 2.56% of the way through the reference distribution (from $0$ to $\infty$); 2.56% is less than that number and 97.44% is greater.