Accession Number:

ADA058205

Title:

An Empirical Investigation of the Effect of Heteroscedasticity and Heterogeneity of Variance on the Analysis of Covariance and the Johnson-Neyman Technique

Descriptive Note:

Final technical paper

Corporate Author:

ARMY RESEARCH INST FOR THE BEHAVIORAL AND SOCIAL SCIENCES ALEXANDRIA VA

Personal Author(s):

Report Date:

1978-07-01

Pagination or Media Count:

44.0

Abstract:

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, and one covariate. 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 10,1010,2020,1020,20, five combinations of group variances 1,11,22,11,55,1, and five forms of heteroscedasticity combined in 18 different pairs, were studied. These conditions were combined to produce 186 different simulated experimental conditions. For each simulated condition 3000 pseudo-random samples were generated and sampling distributions relevant to the Johnson-Neyman technique and ANCOVA were compiled.

Subject Categories:

  • Sociology and Law
  • Psychology
  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE