Analysis of covariance under variance heteroscedasticity in general factorial designs

Adjusting for baseline values and covariates is a recurrent statistical problem in medical science. In particular, variance heteroscedasticity is non-negligible in experimental designs and ignoring it might result in false conclusions. Approximate inference methods are developed to test null hypotheses formulated in terms of adjusted treatment effects and regression parameters in general analysis of covariance designs with arbitrary numbers of factors. Variance homoscedasticity is not assumed. The distributions of the test statistics are approximated using Box-type approximation methods. Extensive simulation studies show that the procedures are particularly suitable when sample sizes are rather small. A real data set illustrates the application of the methods.