An empirical comparison of the ANOVA <i>F</i> -test with alternatives which are more robust against heterogeneity of variance

Abstract

Monte Carlo techniques were employed to compare the familiar one-way fixed effects ANOVA F-test with Welch's v-test and Marascuilo's slight variant of Welch's v-test. The three procedures were compared with respect to empirical significance levels under violations of homogeneity of variance and under violations of normality; power comparisons were performed only under conditions of homogeneity of variance because of the differing empirical significance levels which were produced under heterogeneous vaiance conditions. Welch's v-test is recommended as a reasonable alternative to the familiar F-test.