Table 3.
Number of variables | p=2 | p=3 | |||||||
---|---|---|---|---|---|---|---|---|---|
Test statistic | g | R | P | H | W | R | P | H | W |
Homogeneous variance | (10-10-10) | 0.0491 | 0.0526 | 0.0484 | 0.0494 | 0.0485 | 0.0504 | 0.0484 | 0.0476 |
(20-20-20) | 0.0485 | 0.0523 | 0.0512 | 0.0535 | 0.0519 | 0.0454 | 0.0489 | 0.0516 | |
(50-50-50) | 0.0481 | 0.0498 | 0.0483 | 0.0468 | 0.0467 | 0.0479 | 0.0497 | 0.0476 | |
(10-10-20) | 0.0517 | 0.0526 | 0.0495 | 0.0527 | 0.0504 | 0.0519 | 0.0495 | 0.0511 | |
(10-10-50) | 0.0504 | 0.0498 | 0.0519 | 0.0503 | 0.0517 | 0.0486 | 0.0522 | 0.0519 | |
(10-20-20) | 0.0512 | 0.0463 | 0.0500 | 0.0513 | 0.0477 | 0.0475 | 0.0518 | 0.0511 | |
(10-20-50) | 0.0500 | 0.0467 | 0.0481 | 0.0478 | 0.0527 | 0.0468 | 0.0459 | 0.0483 | |
(10-50-50) | 0.0529 | 0.0470 | 0.0495 | 0.0515 | 0.0501 | 0.0464 | 0.0529 | 0.0498 | |
(20-20-50) | 0.0489 | 0.0481 | 0.0535 | 0.0506 | 0.0467 | 0.0504 | 0.0504 | 0.0503 | |
(20-50-50) | 0.0478 | 0.0502 | 0.0494 | 0.0487 | 0.0526 | 0.0495 | 0.0527 | 0.0500 | |
| |||||||||
Heterogeneous variance | (10-10-10) | 0.0501 | 0.0462 | 0.0525 | 0.0506 | 0.0497 | 0.0494 | 0.0497 | 0.0520 |
(20-20-20) | 0.0509 | 0.0496 | 0.0524 | 0.0509 | 0.0539 | 0.0493 | 0.0521 | 0.0476 | |
(50-50-50) | 0.0487 | 0.0521 | 0.0487 | 0.0471 | 0.0497 | 0.0478 | 0.0468 | 0.0526 | |
(10-10-20) | 0.0497 | 0.0487 | 0.0483 | 0.0485 | 0.0498 | 0.0476 | 0.0511 | 0.0488 | |
(10-10-50) | 0.0501 | 0.0516 | 0.0475 | 0.0502 | 0.0486 | 0.0524 | 0.0528 | 0.0492 | |
(10-20-20) | 0.0509 | 0.0510 | 0.0486 | 0.0526 | 0.0501 | 0.0477 | 0.0495 | 0.0544 | |
(10-20-50) | 0.0473 | 0.0490 | 0.0473 | 0.0531 | 0.0507 | 0.0492 | 0.0467 | 0.0531 | |
(10-50-50) | 0.0487 | 0.0522 | 0.0489 | 0.0483 | 0.0500 | 0.0493 | 0.0528 | 0.0481 | |
(20-20-50) | 0.0498 | 0.0508 | 0.0539 | 0.0495 | 0.0478 | 0.0534 | 0.0551 | 0.0478 | |
(20-50-50) | 0.0465 | 0.0521 | 0.0500 | 0.0489 | 0.0503 | 0.0476 | 0.0541 | 0.0533 |