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Thread: ANOVA - Does Welch's test assume homogeneity of variances, or not?

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    ANOVA - Does Welch's test assume homogeneity of variances, or not?




    In other words, will it return a much smaller standard error when variance are unequal than Fisher's? Or is it not concerned with variance?

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    Re: ANOVA - Does Welch's test assume homogeneity of variances, or not?

    Welch's assumes unequal variances, so it weights them when pooling the denominator of the test statistic.
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    Re: ANOVA - Does Welch's test assume homogeneity of variances, or not?

    Got it. So a failed Levene's test would confirm the usage of Welch's ANOVA

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    Re: ANOVA - Does Welch's test assume homogeneity of variances, or not?


    Quote Originally Posted by bikingman View Post
    Got it. So a failed Levene's test would confirm the usage of Welch's ANOVA
    This is common practice but actually a bad idea. It's better to just use Welch's t-test always. This is indeed the default in R.

    See: Zimmerman, D. W. (2004). A note on preliminary tests of equality of variances. British Journal of Mathematical and Statistical Psychology, 57(1), 173–181. https://doi.org/10.1348/000711004849222
    Matt aka CB | twitter.com/matthewmatix

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