Pairwise Multiple Comparisons in the Unequal Variance Case

Abstract Four pairwise multiple comparison procedures for the case in which the variances in the groups are unequal were compared by computer simulation: the GH procedure based on the Studentized range and the Welch formula for approximate degrees of freedom (df), the C procedure based on a weighted average of two Studentized range points, the T2 procedure based on Student's t, and the T3 procedure based on the Studentized maximum modulus. The results indicate that C, T2, and T3 have the desirable property of being conservative, whereas GH sometimes is not. Of the three conservative procedures, T3 always has shorter confidence interval length than T2, whereas C has shorter length than T3 for large df, but longer length for small df.