Tests for homogeneity of variance

Six procedures which convert tests of homogeneity of variance into tests for mean equality for independent groups are compared. The tests are the analysis of variance (ANOVA) and Welch F statistics. The Welch statistics are included since it was anticipated that ANOVA would not provide a robust test when samples of unequal sizes are obtained from non-normal populations. However, the Welch tests are not found to be uniformly preferrable. In addition, a prior recommendation for Miller's jackknife procedure is not supported for the unequal sample size case. The data indicates that the current tests for variance heterogeneity are either sensitive to non-normality or, if robust, lacking in power. Therefore, these tests cannot be recommended for the purpose of testing the validity of the ANOVA homogeneity assumption.