Taking Parametric Assumptions Seriously: Arguments for the Use of Welch’s 'F'-test instead of the Classical 'F'-test in One-Way ANOVA

Student’s 't'-test and classical 'F'-test ANOVA rely on the assumptions that two or more samples are independent, and that independent and identically distributed residuals are normal and have equal variances between groups. We focus on the assumptions of normality and equality o...

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Main Authors: Marie Delacre, Christophe Leys, Youri L. Mora, Daniël Lakens
Format: Article
Language:English
Published: Ubiquity Press 2019-08-01
Series:International Review of Social Psychology
Subjects:
Online Access:https://www.rips-irsp.com/articles/198
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author Marie Delacre
Christophe Leys
Youri L. Mora
Daniël Lakens
author_facet Marie Delacre
Christophe Leys
Youri L. Mora
Daniël Lakens
author_sort Marie Delacre
collection DOAJ
description Student’s 't'-test and classical 'F'-test ANOVA rely on the assumptions that two or more samples are independent, and that independent and identically distributed residuals are normal and have equal variances between groups. We focus on the assumptions of normality and equality of variances, and argue that these assumptions are often unrealistic in the field of psychology. We underline the current lack of attention to these assumptions through an analysis of researchers’ practices. Through Monte Carlo simulations, we illustrate the consequences of performing the classic parametric 'F'-test for ANOVA when the test assumptions are not met on the Type I error rate and statistical power. Under realistic deviations from the assumption of equal variances, the classic 'F'-test can yield severely biased results and lead to invalid statistical inferences. We examine two common alternatives to the 'F'-test, namely the Welch’s ANOVA ('W'-test) and the Brown-Forsythe test ('F'*-test). Our simulations show that under a range of realistic scenarios, the 'W'-test is a better alternative and we therefore recommend using the 'W'-test by default when comparing means. We provide a detailed example explaining how to perform the 'W'-test in SPSS and R. We summarize our conclusions in practical recommendations that researchers can use to improve their statistical practices.
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spelling doaj.art-258fa30b5d304f3d9900c7b6b93b37f92022-12-22T03:18:37ZengUbiquity PressInternational Review of Social Psychology2397-85702019-08-0132110.5334/irsp.19885Taking Parametric Assumptions Seriously: Arguments for the Use of Welch’s 'F'-test instead of the Classical 'F'-test in One-Way ANOVAMarie Delacre0Christophe Leys1Youri L. Mora2Daniël Lakens3Université Libre de Bruxelles, Service of Analysis of the Data (SAD), BruxellesUniversité Libre de Bruxelles, Service of Analysis of the Data (SAD), BruxellesUniversité Libre de Bruxelles, Service of Analysis of the Data (SAD), BruxellesEindhoven University of Technology, Human Technology Interaction Group, EindhovenStudent’s 't'-test and classical 'F'-test ANOVA rely on the assumptions that two or more samples are independent, and that independent and identically distributed residuals are normal and have equal variances between groups. We focus on the assumptions of normality and equality of variances, and argue that these assumptions are often unrealistic in the field of psychology. We underline the current lack of attention to these assumptions through an analysis of researchers’ practices. Through Monte Carlo simulations, we illustrate the consequences of performing the classic parametric 'F'-test for ANOVA when the test assumptions are not met on the Type I error rate and statistical power. Under realistic deviations from the assumption of equal variances, the classic 'F'-test can yield severely biased results and lead to invalid statistical inferences. We examine two common alternatives to the 'F'-test, namely the Welch’s ANOVA ('W'-test) and the Brown-Forsythe test ('F'*-test). Our simulations show that under a range of realistic scenarios, the 'W'-test is a better alternative and we therefore recommend using the 'W'-test by default when comparing means. We provide a detailed example explaining how to perform the 'W'-test in SPSS and R. We summarize our conclusions in practical recommendations that researchers can use to improve their statistical practices.https://www.rips-irsp.com/articles/198ANOVAWelch testparametric testparametric assumptionsreplicability crisis
spellingShingle Marie Delacre
Christophe Leys
Youri L. Mora
Daniël Lakens
Taking Parametric Assumptions Seriously: Arguments for the Use of Welch’s 'F'-test instead of the Classical 'F'-test in One-Way ANOVA
International Review of Social Psychology
ANOVA
Welch test
parametric test
parametric assumptions
replicability crisis
title Taking Parametric Assumptions Seriously: Arguments for the Use of Welch’s 'F'-test instead of the Classical 'F'-test in One-Way ANOVA
title_full Taking Parametric Assumptions Seriously: Arguments for the Use of Welch’s 'F'-test instead of the Classical 'F'-test in One-Way ANOVA
title_fullStr Taking Parametric Assumptions Seriously: Arguments for the Use of Welch’s 'F'-test instead of the Classical 'F'-test in One-Way ANOVA
title_full_unstemmed Taking Parametric Assumptions Seriously: Arguments for the Use of Welch’s 'F'-test instead of the Classical 'F'-test in One-Way ANOVA
title_short Taking Parametric Assumptions Seriously: Arguments for the Use of Welch’s 'F'-test instead of the Classical 'F'-test in One-Way ANOVA
title_sort taking parametric assumptions seriously arguments for the use of welch s f test instead of the classical f test in one way anova
topic ANOVA
Welch test
parametric test
parametric assumptions
replicability crisis
url https://www.rips-irsp.com/articles/198
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