The analysis of variance (ANOVA) F test is a commonly used method to test the mean equality among two or more populations. A critical assumption of ANOVA is homogeneity of variance (HOV), that is, the compared groups have equal variances. Although it is encouraged to test HOV as part of the regular ANOVA procedure, the efficacy of the initial HOV…

High dimensional multivariate data, where the number of variables approaches or exceeds the sample size, is an increasingly common occurrence for social scientists. Several tools exist for dealing with such data in the context of univariate regression, including regularization methods such as Lasso, Elastic net, Ridge Regression, as well as the…