Some comparative studies on testing parallelism of several straight lines under heteroscedastic variances

Abstract

This paper examines the robustness of the Welch test, the James test as well as Tan's ANOVA test (to be referred as F_β test) for testing parallelism in k straight lines under heteroscedasticity and nonnormality. Results of Monte Carlo studies demonstrate the robustness of all tests with respect to departure from normality. Further, there is hardly any difference between these methods with respect to both power and size of the test.

Keywords:

• departure from normality
• James test
• Monte Carlo comparisons
• robustness
• Tans's F_β-test
• Welch test