On the Conditional and Unconditional Type I Error Rates and Power of Tests in Linear Models with Heteroscedastic Errors
Preliminary tests for homoscedasticity may be unnecessary in general linear models. Based on Monte Carlo simulations, results suggest that when testing for differences between independent slopes, the unconditional use of weighted least squares regression and HC4 regression performed the best across a wide range of conditions.
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Rosopa, P. J., Brawley, A. M., Atkinson, T. P., & Robertson, S. A. (2018). On the conditional and unconditional Type I error rates and power of tests in linear models with heteroscedastic errors. Journal of Modern Applied Statistical Methods, 17(2), eP2647. doi: 10.22237/jmasm/1551966828