The 'improved' brown and forsythe test for mean equality: some things can't be fixed

Mehrotra (1997) presented an ‘;improved’ Brown and Forsythe (1974) statistic which is designed to provide a valid test of mean equality in independent groups designs when variances are heterogeneous. In particular, the usual Brown and Fosythe procedure was modified by using a Satterthwaite approximation for numerator degrees of freedom instead of the usual value of number of groups minus one. Mehrotra then, through Monte Carlo methods, demonstrated that the ‘improved’ method resulted in a robust test of significance in cases where the usual Brown and Forsythe method did not. Accordingly, this ‘improved’ procedure was recommended. We show that under conditions likely to be encountered in applied settings, that is, conditions involving heterogeneous variances as well as nonnormal data, the ‘improved’ Brown and Forsythe procedure results in depressed or inflated rates of Type I error in unbalanced designs. Previous findings indicate, however, that one can obtain a robust test by adopting a heteroscedastic st...

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