THE EFFECTS OF VARIANCE HETEROGENEITY ON SIMULTANEOUS MULTIPLE‐COMPARISON PROCEDURES WITH EQUAL SAMPLE SIZE

Source abstract

The robustness of three multiple‐comparison procedures (multiple t test, Tukey WSD and Scheffé S test) to the violation of the homogeneous population variance assumption was investigated using three different standard error estimates. These estimates were (1) the square root of two mean square within/ n , (2) the standard error of the traditional t test and (3) the standard error of the Behrens‐Fisher t ′ statistic. The procedures were highly robust to variance heterogeneity using the Behrens‐Fisher standard error estimate. The procedures were considerably less robust using MSW. The universal use of the Behrens‐Fisher statistic with the Welch solution for critical values is recommended.