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Is an Alternative Method Always the Better One? A Comparison Between ANOVA, Welch's F, and the Kruskal-Wallis Test

Mon, April 16, 2:15 to 3:45pm, New York Hilton Midtown, Floor: Third Floor, Americas Hall 1-2 - Exhibit Hall

Abstract

Comparing three independent group means measured on a continuous scale, the question is typically whether to choose the traditional F test, Welch’s F test, or Kruskal-Wallis test especially when the statistical assumptions are violated. The current study compares the performance of traditional F test, Welch’s F test and Kruskal-Wallis test by examining the nominal error rates under varying degrees of non-normality, and heterogeneity of variance using a variety of sample sizes (20 to 200) and a balanced design. When homogeneity of variance is violated, Welch’s F test performs best under almost all such conditions. We found no benefit to perform Kruskal-Wallis test when one is concerned about failure to meet the assumptions of the traditional F test.

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