ERIC Number: ED175422
Record Type: Non-Journal
Publication Date: 1978-Jul
Reference Count: N/A
An Empirical Investigation of the Effect of Heteroscedasticity and Heterogeneity of Variance on the Analysis of Covariance and the Johnson-Neyman Technique.
Shields, Joyce Lee
The robustness of the Johnson-Neyman technique and analysis of covariance (ANCOVA) to violations of assumptions of homoscedasticity and homogeneity of variance was tested through the use of Monte Carlo computer procedures. The study simulated a one-way, fixed-effects analysis with two treatment groups, one criterion, Y, and one covariate, X. Five fixed values of the covariate were selected with zero mean and unit variance, while the values of Y were varied randomly with a constant regression coefficient of .75. Four combinations of group sizes, five combinations of group variances, and five forms of heteroscedasticity were studied. Results indicated that ANCOVA is robust to violations of assumptions of homoscedasticity and homogeneity of variance, both singly and in combination, when group sizes were equal; For cases of different group sizes and heterogeneous variances, a predictable bias was observed. The Johnson-Neyman technique was sensitive to violation of the assumption of homoscedasticity for both equal and unequal group sizes. (Author)
Publication Type: Reports - Research
Education Level: N/A
Sponsor: Office of the Deputy Chief of Staff for Personnel (Army), Washington, DC.
Authoring Institution: Army Research Inst. for the Behavioral and Social Sciences, Arlington, VA.