Sensitivity heteroscedasticity

Bartlett s is very sensitive to departures from normality. As a result, a finding of a significant chi square value in Bartlett s may indicate nonnormality rather than heteroscedasticity. Such a finding can be brought about by outliers, and the sensitivity to such erroneous findings is extreme with small sample sizes. 

Wavelength accuracy and reproducibility reproducibility of sensitivity/response factors Heteroscedasticity... 

Results for which the mean values of the samples (treatments) are different, but which have the same variance, is said to be homoscedastic, as opposed to having different variance, which is said to be heteroscedastic. Thus, in the case of homoscedastic variation, the variance is constant with increasing mean response, whereas with heteroscedastic variation the variance increases with the mean response. ANOVA is quite sensitive to... 

The response error (A/ ) is not constant (heteroscedastic) so that the highest precision does not necessarily coincide with the highest sensitivity (Section 15.4). 

In summary, the Type I error rate from using the LRT to test for the inclusion of a covariate in a model was inflated when the data were heteroscedastic and an inappropriate estimation method was used. Type I error rates with FOCE-I were in general near nominal values under most conditions studied and suggest that in most cases FOCE-I should be the estimation method of choice. In contrast, Type I error rates with FO-approximation and FOCE were very dependent on and sensitive to many factors, including number of samples per subject, number of subjects, and how the residual error was defined. The combination of high residual variability with sparse sampling was a particularly disastrous combination using... 

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