Type I error rates for James's second-order test and Wilcox's Hm test under heteroscedasticity and non-normality

Authors


Department of Educational Foundations, Georgia State University, University Plaza, Atlanta, G A 30303-3083, USA

Abstract

Actual Type I error rates (τ) for James's second-order test and Wilcox's Hm test on means were estimated for various conditions in which variances were either homoscedastic or heteroscedastic and distributions were either normal or non-normal. Actual Type I error rates for both James's second-order and Wilcox's Hm tests were affected by non-normality. However, the two tests tended to have τ near the nominal Type I error rate (α) when applied to data sampled from symmetric non-normal distributions. When applied to data sampled from asymmetric distributions, larger values of τ-α occurred and τ-α tended to increase as the degree of asymmetry increased.

Ancillary