Beyond the Mean: A Weighted k-Sample Omnibus Variance-Ratio Statistic for Covariate Balance Diagnostics
Rubin's variance ratio (VR) complements the standardized mean difference by detecting covariate imbalance in spread, but no purpose-built omnibus extension exists for more than two groups. We introduce FVR, a size-weighted quadratic combination of pairwise log-variance-ratios that generalizes VR to k groups, together w...