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Welch's ANOVA

Created:January 25, 2025
Last Updated:January 25, 2025

Welch's ANOVA (also known as Welch's F-test) is a robust alternative to the classic One-Way ANOVA that does not assume equal variances across groups. When your groups have different spreads (heteroscedasticity), Welch's ANOVA provides more reliable results than the standard ANOVA.

What You'll Get:

  • Welch's F-Statistic: Adjusted F-test that accounts for unequal variances
  • Assumption Testing: Normality and variance homogeneity checks
  • Group Statistics: Detailed summary for each group with means, SDs, and variances
  • Visual Analysis: Distribution plots and group comparisons
  • Post-Hoc Guidance: Recommendations for follow-up pairwise tests
  • APA-Ready Report: Publication-quality results you can use directly

💡 When to Use: Use Welch's ANOVA when Levene's test indicates unequal variances (p < 0.05). For pairwise comparisons after a significant Welch's ANOVA, use ourGames-Howell Test Calculatorwhich is specifically designed for unequal variances.

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Welch's ANOVA

Definition

Welch's ANOVA is a generalization of Welch's t-test to more than two groups. It tests whether there are significant differences between group means without assuming equal variances (heteroscedasticity). This makes it more reliable than standard ANOVA when the homogeneity of variance assumption is violated.

Welch's ANOVA vs Standard ANOVA

AspectStandard ANOVAWelch's ANOVA
Variance AssumptionRequires equal variancesDoes not require equal variances
RobustnessLess robust to violationsMore robust to violations
Post-hoc TestTukey's HSDGames-Howell
When to UseLevene's test p > 0.05Levene's test p < 0.05

How Does Welch's ANOVA Work?

Welch's ANOVA adjusts the F-statistic and degrees of freedom to account for unequal variances. Instead of pooling variances across groups (as standard ANOVA does), it uses weighted means where groups with smaller variances receive more weight.

Fw=∑i=1kwi(xˉi−xˉw)2/(k−1)1+2(k−2)k2−1∑i=1k(1−wi/∑wj)2ni−1F_w = \frac{\sum_{i=1}^{k} w_i(\bar{x}_i - \bar{x}_w)^2 / (k-1)}{1 + \frac{2(k-2)}{k^2-1}\sum_{i=1}^{k}\frac{(1-w_i/\sum w_j)^2}{n_i-1}}

where wi=ni/si2w_i = n_i/s_i^2 are the weights, xˉw\bar{x}_w is the weighted mean, and ni,si2n_i, s_i^2 are the sample size and variance of group i.

Formula Components

Key Components:

Weights:

wi=nisi2w_i = \frac{n_i}{s_i^2}

Groups with smaller variances get more weight

Weighted Mean:

xˉw=∑wixˉi∑wi\bar{x}_w = \frac{\sum w_i \bar{x}_i}{\sum w_i}

Adjusted Degrees of Freedom:

df1=k−1,df2=1∑i=1k(1−wi/∑wj)2ni−1df_1 = k - 1, \quad df_2 = \frac{1}{\sum_{i=1}^{k}\frac{(1-w_i/\sum w_j)^2}{n_i-1}}

Key Assumptions

Independence: Observations must be independent within and between groups
Normality: Data within each group should be approximately normally distributed
Equal Variances NOT Required: Unlike standard ANOVA, Welch's ANOVA does not assume homogeneity of variance

Code Examples

R
library(tidyverse)
group <- factor(c(rep("A", 4), rep("B", 4), rep("C", 4)))
values <- c(8, 9, 7, 10, 6, 5, 8, 7, 9, 10, 10, 8)

data <- tibble(group, values)

# Perform Welch's ANOVA
oneway.test(values ~ group, data = data, var.equal = FALSE)
Python
import numpy as np
from scipy import stats

group_A = [8, 9, 7, 10]
group_B = [6, 5, 8, 7]
group_C = [9, 10, 10, 8]

# Perform Welch's ANOVA
f_stat, p_value = stats.f_oneway(group_A, group_B, group_C)

# Note: scipy's f_oneway doesn't have built-in Welch's ANOVA
# For proper Welch's ANOVA, use this calculator or pingouin library
print(f'F-statistic: {f_stat:.4f}')
print(f'p-value: {p_value:.4f}')

Post-Hoc Testing

If Welch's ANOVA indicates significant differences (p < α), you should perform post-hoc pairwise comparisons to determine which specific groups differ:

Games-Howell Test: The recommended post-hoc test for Welch's ANOVA. It doesn't assume equal variances and provides robust pairwise comparisons. Use our Games-Howell Test Calculator for follow-up analysis.

Alternative Tests

Consider these alternatives in specific situations:

  • Standard One-Way ANOVA: When variances are equal (Levene's test p > 0.05)
  • Kruskal-Wallis Test: Non-parametric alternative when normality is severely violated
  • Brown-Forsythe Test: Similar to Welch's but uses deviations from group medians instead of means

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