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This article extends the Bonett (2003a) approach to testing the equality of alpha coefficients from two independent samples to the case of m ≥ 2 independent samples. The extended Fisher‐Bonett test and its competitor, the Hakstian‐Whalen (1976) test, are illustrated with numerical examples of both hypothesis testing and power calculation. Computer simulations are used to compare the performance of the two tests and the Feldt (1969) test (for m = 2) in terms of power and Type I error control. It is shown that the Fisher‐Bonett test is just as effective as its competitors in controlling Type I error, is comparable to them in power, and is equally robust against heterogeneity of error variance.
Kim et al. (Fri,) studied this question.