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The paper describes the consequences of performing a preliminary F-test in the analysis of variance. The use of the 5% or 25% significance level for the preliminary test results in disturbances that are frequently large enough to lead to incorrect inferences in the final test. A more stable procedure is recommended for performing the preliminary test in which the two mean squares are pooled only if their ratio is less than twice the 50% point.
Allan E. Paull (Fri,) studied this question.