Mathematics
9 years ago
Preliminary tests of variances before location tests may worsen results
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Paper Summary
Preliminary tests of variance equality before comparing data are not recommended by statisticians. A two-stage test with different sample sizes and variances actually increases errors. The Welch test is better than the t test when variances are unequal. Using the Welch test only when a preliminary test suggests it worsens results. It's best to always use a separate-variances test when sample sizes are unequal.