Multiple Contrast Tests in the Presence of Heteroscedasticity

This paper proposes a general approach for handling multiple contrast tests for normally distributed data in the presence of heteroscedasticity. Three candidate procedures are described and compared by simulations. Only the procedure with both comparison-specific degrees of freedom and a correlation matrix depending on sample variances maintains the alpha-level over all situations. Other approaches may fail notably as the variances differ more. Furthermore, related approximate simultaneous confidence intervals are given. The approach will be applied to a toxicological experiment.