ON THE COMPARISON OF THE WELCH TEST AND THE SINGLE-STAGE TEST: A SIMULATION STUDY

Year 2007, Volume: 56 Issue: 2, 51 - 61, 01.08.2007

Meltem Ekiz Hamza Gamgam

https://doi.org/10.1501/Commua1_0000000189

Abstract

It is known that using the F test for testing the equality of meansin a one-way ANOVA is misleading when the assumption of equal populationvariances is violated. When the variances are unknown and unequal, Welch[1] developed the so-called Welch test and Chen and Chen [2] developed thesingle-stage test for ANOVA. In this paper, Welch and single-stage tests arecompared in terms of their powers and the reject ratios of the hypothesis whenthe hypothesis is true. Simulation results indicate that the power of the singlestage test is better than the Welch test and that this test performs well in termsof the reject ratios for small number of populations and sample sizes

Keywords

One-way ANOVA, heteroscedasticity, single-stage test, Welch test

References

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