The Effects of Non-Normality on Type Iii Error for Comparing Independent Means
Mehmet MENDES
Keywords
Type I error rates,
power of test,
Type III error rates,
normality,
ANOVA
Abstract
The major objective of this study was to investigate
the effects of non-normality on Type III error rates for ANOVA F its
three commonly recommended parametric counterparts namely Welch, Brown-Forsythe,
and Alexander-Govern test. Therefore these tests were compared in terms
of Type III error rates across the variety of population distributions,
mean difference (effect size), and sample sizes. At the end of 100,000
simulation trials it was observed that the Type III error rates for
four tests were affected by the effect size and sample size, whereas
Type III errors were not affected from distribution shapes. Results
of the simulation also indicated that increases in sample size and population
mean difference decreased Type III error, and increased statistical
test power. Across the all distributions, sample sizes and population
mean differences, the Alexander-Govern test obtained higher estimates
for power, lower estimates of Type III error (γ).