How to keep the Type I Error Rate in ANOVA if Variances are Heteroscedastic

Abstract

One essential prerequisite to ANOVA is homogeneity of variances in underlying populations. Violating this assumption may lead to an increased type I error rate. The reason for this undesirable effect is due to the calculation of the corresponding F-value. A slightly different test statistic keeps the level ®. The underlying distribution of this alternative method is Hotelling’s T2. As Hotelling’s T2 can be approximated by a Fisher’s F-distribution, this alternative test is very similar to an ordinary analysis of variance.