Department of Psychobiology and Behavioral Science Methodology, University of Malaga, Malaga, Spain.
Department of Social Psychology and Quantitative Psychology, University of Barcelona, Barcelona, Spain.
Behav Res Methods. 2018 Jun;50(3):937-962. doi: 10.3758/s13428-017-0918-2.
Inconsistencies in the research findings on F-test robustness to variance heterogeneity could be related to the lack of a standard criterion to assess robustness or to the different measures used to quantify heterogeneity. In the present paper we use Monte Carlo simulation to systematically examine the Type I error rate of F-test under heterogeneity. One-way, balanced, and unbalanced designs with monotonic patterns of variance were considered. Variance ratio (VR) was used as a measure of heterogeneity (1.5, 1.6, 1.7, 1.8, 2, 3, 5, and 9), the coefficient of sample size variation as a measure of inequality between group sizes (0.16, 0.33, and 0.50), and the correlation between variance and group size as an indicator of the pairing between them (1, .50, 0, -.50, and -1). Overall, the results suggest that in terms of Type I error a VR above 1.5 may be established as a rule of thumb for considering a potential threat to F-test robustness under heterogeneity with unequal sample sizes.
研究结果表明,F 检验对方差异质性的稳健性存在不一致性,这可能与缺乏评估稳健性的标准标准有关,也可能与用于量化异质性的不同措施有关。在本文中,我们使用蒙特卡罗模拟系统地研究了异质性下 F 检验的Ⅰ类错误率。考虑了单向、平衡和不平衡设计,以及具有单调方差模式。方差比(VR)被用作异质性的度量(1.5、1.6、1.7、1.8、2、3、5 和 9),样本大小变化系数被用作组间大小不平等的度量(0.16、0.33 和 0.50),方差和组大小之间的相关性作为它们之间配对的指标(1、0.50、0、-0.50 和-1)。总体而言,结果表明,就Ⅰ类错误而言,高于 1.5 的 VR 可以作为在不等样本量下考虑 F 检验稳健性潜在威胁的经验法则。