Power and Type I errors for pairwise comparisons of means in the unequal variances case.
March 16th, 2008 | by admin |Power and Type I errors for pairwise comparisons of means in the unequal variances case.
A Monte Carlo simulation was conducted to compare pairwise multiple comparison procedures. The number of means varied from 4 to 8 and the sample sizes varied from 2 to 500. Procedures were evaluated on the basis of Type I errors, any-pair power and all-pairs power. Two modifications of the Games and Howell procedure were shown to make it conservative. No procedure was found to be uniformly most powerful. For any-pair power the Games and Howell procedure was found to be generally most powerful even when applied at more stringent levels to control Type I errors. For all-pairs power the Peritz procedure applied with modified Brown-Forsythe tests was found to be most powerful in most conditions.
Ramsey PH, Ramsey PP.