Testing for homogeneity in a general one-way classification with fixed effects: power simulations and comparative study

In an unbalanced one-way layout with fixed effects and heteroscedastic error variances, several tests are available for testing the homogeneity hypothesis of the group means. While it is rather straightforward to study the performance of these tests under the null hypothesis by way of simulation, it is difficult to assess the power of the tests under the alternative hypothesis due to the many possibilities of choosing a particular alternative hypothesis, especially with increasing number of groups. An alternative way of simulating the power of the homogeneity tests is proposed. Only the distance of the alternative hypothesis to the null hypothesis has to be specified.

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