Pairwise comparisons of means under realistic nonnormality, unequal variances, outliers and equal sample sizes

摘要

A Monte Carlo simulation evaluated six pairwise multiple comparison procedures for controlling Type 1 error rates, any-pair power, and all-pairs power. Realistic conditions of nonnormality were based on a previous survey, and the effects of outliers were investigated. Variance ratios varied from 1:1 to 8:1. Evaluated procedures included Tukey's honestly significant difference (HSD) preceded by an F-test, the Hayter-Fisher, the Games-Howell procedure tested at 0.9α, the Peritz with F-tests, the Peritz with Brown-Forsythe tests, and the Peritz with Alexander-Govern tests. Peritz with Brown-Forsythe procedure shows the greatest robustness in Type 1 error control. Any-pair power is generally best with the Hayter-Fisher, whereas all-pairs power is best with the Peritz F-test procedure. Even though the Hayter-Fisher shows only slightly lower all-pair power rates than the Peritz, it is still much easier to perform.