| Abstract: | A robust test (to be referred to as M* test) is proposed for testing equality of several group means without assuming normality and equality of variances. This test statistic is obtained by combining Tiku's MML robust procedure with the James statistic. Monte Carlo simulation studies indicate that the M* test is more powerful than the Welch test, the James test, and the tests based on Huber's M-estimators over a wide range of nonnormal universes. It is also more powerful than the Brown and Forsythe test under most of nonnormal distributions and has substantially the same power as the Brown and Forsythe test under normal distribution. Comparing with Tan-Tabatabai test, M* is almost as powerful as Tan-Tabatabai test. |
