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A note on preliminary tests of equality of variances
Author(s) -
Zimmerman Donald W.
Publication year - 2004
Publication title -
british journal of mathematical and statistical psychology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.157
H-Index - 51
eISSN - 2044-8317
pISSN - 0007-1102
DOI - 10.1348/000711004849222
Subject(s) - f test of equality of variances , statistics , test (biology) , type i and type ii errors , levene's test , mathematics , sample size determination , econometrics , nominal level , statistical hypothesis testing , test statistic , paleontology , confidence interval , homogeneity (statistics) , biology
Preliminary tests of equality of variances used before a test of location are no longer widely recommended by statisticians, although they persist in some textbooks and software packages. The present study extends the findings of previous studies and provides further reasons for discontinuing the use of preliminary tests. The study found Type I error rates of a two‐stage procedure, consisting of a preliminary Levene test on samples of different sizes with unequal variances, followed by either a Student pooled‐variances t test or a Welch separate‐variances t test. Simulations disclosed that the twostage procedure fails to protect the significance level and usually makes the situation worse. Earlier studies have shown that preliminary tests often adversely affect the size of the test, and also that the Welch test is superior to the t test when variances are unequal. The present simulations reveal that changes in Type I error rates are greater when sample sizes are smaller, when the difference in variances is slight rather than extreme, and when the significance level is more stringent. Furthermore, the validity of the Welch test deteriorates if it is used only on those occasions where a preliminary test indicates it is needed. Optimum protection is assured by using a separate‐variances test unconditionally whenever sample sizes are unequal.