Abstract
There are several approximate tests proposed such as Welch's F-test (W), the Parametric Bootstrap Test (PB) and Generalized F-test (GF) for comparing several group means under heteroskedasticity. These tests are powerful and have nominal type 1 error rates but they are not performing satisfactorily under non-normality caused by outlier(s). To handle this problem, we investigate tests that are powerful and provide nominal type 1 error rates by using robust estimators both for location and scale parameters. The performance of the modi fied tests are examined with Monte-Carlo simulation studies. Results of simulations clearly indicate that Generalized F-test modi ed with Huber's M-estimators achieves the nominal type 1 error rate and provide higher power than alternative methods.
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