An Evaluation of Ten Pairwise Multiple Comparison Procedures by Monte Carlo Methods

Abstract Computer simulation techniques were used to study the Type I and Type III error rates and the correct decision rates for ten pairwise multiple comparison procedures. Results indicated that Scheffé's test, Tukey's test, and the Student-Newman-Keuls test are less appropriate than either the least significant difference with the restriction that the analysis of variance F value be significant at α = .05, two Bayesian modifications of the least significant difference, or Duncan's multiple range test. Because of its ease of application, many researchers may prefer the restricted least significant difference.