A Comparison of Procedures for Multiple Comparisons of Means with Unequal Variances

Abstract Nine procedures for multiple comparisons of means with unequal variances are reviewed. Modifications in some procedures are proposed either for improvement in their performance or easier implementation. A Monte Carlo sampling study is carried out for pair-wise differences as well as a few selected contrasts and the procedures are compared based on the results of this study. Recommendations for the choice of the procedures are given. Robustness of two procedures designed for homogeneous variances under violation of that assumption is also examined in the Monte Carlo study.