Van Valen’s test is usually applied as a two sample test for equality of dispersion for multivariate data. Motivated by a comment of Manly (Van Valen’s test. Encyclopedia of Statistical Sciences, 2006) that “Little is known about the properties of Van Valen’s test” we develop an alternative test and compare the Van Valen test with our alternative robust test in an extensive simulation study. We find that Van Valen’s test does not actually test for equality of variance sums; however, for that null hypothesis it still performs well in terms of closeness to the nominal significance level. Due to testing the correct null hypothesis and the excellent adherence to the nominal significance level, we recommend the use of the robust test as a permutation test.

Van Valen 检验通常用作多变量数据分散相等性的两个样本检验。受到 Manly（Van Valen 检验。统计科学百科全书，2006 年）的评论的启发，即“对 Van Valen 检验的特性知之甚少”，我们开发了一种替代检验，并在广泛的范围内将 Van Valen 检验与我们的替代稳健检验进行比较模拟研究。我们发现 Van Valen 的检验实际上并未检验方差总和的相等性；然而，对于该原假设，它在接近名义显着性水平方面仍然表现良好。由于检验了正确的原假设和对名义显着性水平的出色遵守，我们建议使用稳健检验作为置换检验。