ANOVA, KRUSKAL-WALLIS, NORMAL SCORES AND UNEQUAL VARIANCE

This study examines the effects of unequal variance within groups (but not among groups) on the F, Kruskal-Wallis, and Normal Scores tests. The study simulates the unequal variance problem for three distributions, two configurations of means, three levels of means, two different numbers of groups, three sample sizes per group, and equal or unequal variance within group. The distribution affected the performance of all tests, but the F test was affected most. Violation of the equal variance assumption harmed the F test severely, although not as much as non-normality. The Kruskal-Wallis and Normal Scores tests behaved almost identically.