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st: testing contrasts


From   David Airey <[email protected]>
To   [email protected]
Subject   st: testing contrasts
Date   Mon, 5 Jan 2004 12:45:08 -0600

Does the testanova command do something equivalent to using MSw assuming equal variances, or something equivalent to allowing unequal variances approach after Welch and Satterthwaite?

For example, to test any contrast (psi) where the ANOVA was estimated by least squares, we can use:

F = (psi)^2 / sum(c^2/n) / MSw

which assumes equal variances.

Omnibust tests in ANOVA may be robust to unequal variances, but contrasts are not. One way to fix the F above, allowing variance heterogeneity, is to change MSw and denominator df. I won't begin to try to type those formulas in here but they are on page 166 in Maxwell and Delaney 2004 for example, with an SPSS contrast example output on page 169.

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