Several tests for group mean equality have been suggested for analyzing nonnormal and heteroscedastic data. A Monte Carlo study compared the Welch tests on ranked data and heterogeneous, nonparametric statistics with previously recommended procedures. Type I error rates for the Welch tests on ranks and the heterogeneous, nonparametric statistics were well controlled with a slight power advantage for the Welch tests on ranks.
Cribbie, Robert A.; Wilcox, Rand R.; Bewell, Carmen; and Keselman, H. J.
"Tests for Treatment Group Equality When Data are Nonnormal and Heteroscedastic,"
Journal of Modern Applied Statistical Methods:
1, Article 12.
Available at: http://digitalcommons.wayne.edu/jmasm/vol6/iss1/12