In addition to Dennis' contribution, I would point out a couple of things about the 
robustness of the ANOVA (or lack thereof):

First, a fixed-effects ANOVA can have a quite inflated Type I error rate if the groups 
are unequal in size.  In that case, you wouldn't want to use Tukey; you'd want the 
Games-Howell procedure, which is designed for use with unequal n's.  I had a data set 
recently in which the n's were unequal and the F indicated a significant difference in 
means, but the Games-Howell procedure (more "trustworthy" in this case than the ANOVA) 
showed no significant differences.  So the F results probably was a Type I error.

Second, even if you have equal and large n's, severely unequal variances can lead to 
increased probability of a Type I error.  So you might find significance with the F 
test but nothing significant with the post-hoc test, as I found in the unequal n's 
case above.

If your n's and variances are unequal, and if your smaller n is paired with the 
smaller variance, the Type I error rate tends to be conservative -- that is, not 
detect a difference that actually is there.  So you'd get a non-significant F and 
you'd want to proceed with the Games-Howell at that point.

To me, the ANOVA result often is so general (either telling you "there's no difference 
in there -- but that could be wrong" or "there's a difference in there -- but that 
could be wrong") that the post-hoc comparisons are the ones that really will answer 
the questions you're interested in.

Also, if you've got a one-way ANOVA with equal n's, you might consider using the Ryan 
(REGWQ) procedure, which has a power advantage over Tukey.

(Toothaker has a book available from Sage on MCPs.)

Cheers.

Lise



-----Original Message-----
From: Ivan Balducci <[EMAIL PROTECTED]>
To: [EMAIL PROTECTED]
Date: Thu, 19 Dec 2002 09:34:23 -0200
Subject: A question about ANOVA and Post Hoc test

Hi members,
Please, may someone explain to me this doubt:
why is not right to perform a Tukey HSD test
after an ANOVA came out non-significant ?
Why Tukey HSD test should be done only following an ANOVA that was 
significant ?
Which is the reason ?
TIA,
Ivan Balducci 



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