Taking Parametric Assumptions Seriously: Arguments for the Use of Welch’s F-test instead of the Classical F-test in One-Way ANOVA

Abstract

Student’s t-test and classical F-test ANOVA rely on the assumptions that two or more samples are independent, and that independent and identically distributed residuals are normal and have equal variances between groups. We focus on the assumptions of normality and equality of variances, and argue that these assumptions are often unrealistic in the field of psychology. We underline the current lack of attention to these assumptions through an analysis of researchers’ practices. Through Monte Carlo simulations, we illustrate the consequences of performing the classic parametric F-test for ANOVA when the test assumptions are not met on the Type I error rate and statistical power. Under realistic deviations from the assumption of equal variances, the classic F-test can yield severely biased results and lead to invalid statistical inferences. We examine two common alternatives to the F-test, namely the Welch’s ANOVA (W-test) and the Brown-Forsythe test (F*-test). Our simulations show that under a range of realistic scenarios, the W-test is a better alternative and we therefore recommend using the W-test by default when comparing means. We provide a detailed example explaining how to perform the W-test in SPSS and R. We summarize our conclusions in practical recommendations that researchers can use to improve their statistical practices.