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Type I Error Rates for Welch’s Test and James’s Second-Order Test Under Nonnormality and Inequality of Variance When There Are Two Groups

University of Florida

T. C. Oshima

Georgia State University

Wen-Ying Lin

Chinese University of Hong Kong

Type I error rates were estimated for three tests that compare means by using data from two independent samples: the independent samples t test, Welch’s approximate degrees of freedom test, and James’s second-order test. Type I error rates were estimated for skewed distributions, equal and unequal variances, equal and unequal sample sizes, and a range of total sample sizes. Welch’s test and James’s test have very similar Type I error rates and tend to control the Type I error rate as well or better than the independent samples t test does. The results provide guidance about the total sample sizes required for controlling Type I error rates.

Key Words: Behrens-Fisher problem • Welch-James procedure • nonnormality

Journal of Educational and Behavioral Statistics, Vol. 19, No. 3, 275-291 (1994)
DOI: 10.3102/10769986019003275


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