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Power and Type I errors for pairwise comparisons of means in the unequal variances case
Philip H Ramsey1, Patricia P Ramsey
1Psychology Department, Queens College of the City University of New York, New York, USA. Philip.Ramsey@qc.edu
Abstract:
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.
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