Testing for regression homogeneity under variance heterogeneity

One of the assumptions underlying the F test of parallelism of 2 or more regression lines is that the within-group residual variances are homogeneous. In the present study, a 2-group Monte Carlo investigation examined the effect of violating this assumption for F, a large-sample chi-square approximation (U₀), and an approximate F test (F). In terms of Type I error probabilities, the standard F test performed acceptably well as long as sample sizes were equal. This was not true when sample sizes were unequal, with F proving to be clearly superior. The pattern of results parallel exactly what is known about the robustness of the F test when testing for mean differences in the presence of unequal variances. (9 ref) (PsycINFO Database Record (c) 2006 APA, all rights reserved).