When to use a separate variances standard error

[Karl L. Wuensch]

Monte Carlo work by Donald W. Zimmerman (Some properties of preliminary tests of equality of variances in the two-sample location problem, Journal of General Psychology, 1996, 123, 217-231) has indicated that two stage testing (comparing the variances to determine whether to conduct a pooled test or a separate variances test) is not a good procedure, especially when the sample sizes differ greatly (3 or 4 times as many subjects in one group than in the other, in which case the pooled test performs poorly even when the ratio of variances is as small as 1.5).  Zimmerman's advice is that the separate variances t should be applied unconditionally whenever sample sizes are unequal.  Given the results of his Monte Carlo study, I think this is good advice, and I advise my students to adopt the practice of using the separate variances test whenever they have unequal sample sizes.  I still believe that the pooled test may be appropriate (and more powerful) when the sample sizes are nearly equal and the variances not greatly heterogeneous, but carefully defining "nearly equal sample sizes" and "not greatly heterogeneous variances" is not something I care to tackle. Karl L. Wuensch, Department of Psychology, East Carolina University, Greenville NC  27858-4353 Voice:  252-328-4102     Fax:  252-328-6283 [EMAIL PROTECTED] http://core.ecu.edu/psyc/wuenschk/klw.htm