Heteroscedastic Methods for Performing All Pairwise Comparisons of Regression Lines Associated With J Independent Groups

The paper compares methods that allow both within group and between group heteroscedasticity when performing all pairwise comparisons of the least squares lines associated with J independent groups. The methods are based on simple extension of results derived by Johansen (1980) and Welch (1938) in conjunction with the HC3 and HC4 estimators. The probability of one or more Type I errors is controlled using the improvement on the Bonferroni method derived by Hochberg (1988). Results are illustrated using data from the Well Elderly 2 study, which motivated this paper.