Effect of variance ratio on ANOVA robustness: Might 1.5 be the limit?

被引:135
作者
Blanca, Maria J. [1 ]
Alarcon, Rafael [1 ]
Arnau, Jaume [2 ]
Bono, Roser [2 ]
Bendayan, Rebecca [1 ,3 ]
机构
[1] Univ Malaga, Dept Psychobiol & Behav Sci Methodol, Malaga, Spain
[2] Univ Barcelona, Dept Social Psychol & Quantitat Psychol, Barcelona, Spain
[3] MRC Unit Lifelong Hlth & Ageing, London, England
关键词
F-test; ANOVA; Robustness; Heterogeneity; Variance ratio; TREATMENT GROUP EQUALITY; I ERROR RATE; MONTE-CARLO; ASSUMPTION VIOLATIONS; TEST STATISTICS; TRIMMED MEANS; TESTS; HETEROGENEITY; NONNORMALITY; BOOTSTRAP;
D O I
10.3758/s13428-017-0918-2
中图分类号
B841 [心理学研究方法];
学科分类号
040201 ;
摘要
Inconsistencies in the research findings on F-test robustness to variance heterogeneity could be related to the lack of a standard criterion to assess robustness or to the different measures used to quantify heterogeneity. In the present paper we use Monte Carlo simulation to systematically examine the Type I error rate of F-test under heterogeneity. One-way, balanced, and unbalanced designs with monotonic patterns of variance were considered. Variance ratio (VR) was used as a measure of heterogeneity (1.5, 1.6, 1.7, 1.8, 2, 3, 5, and 9), the coefficient of sample size variation as a measure of inequality between group sizes (0.16, 0.33, and 0.50), and the correlation between variance and group size as an indicator of the pairing between them (1, .50, 0, -.50, and -1). Overall, the results suggest that in terms of Type I error a VR above 1.5 may be established as a rule of thumb for considering a potential threat to F-test robustness under heterogeneity with unequal sample sizes.
引用
收藏
页码:937 / 962
页数:26
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