I have found procedures such as Tamhanes T2, Dunnets T3 and the Games & Howell procedure that deal with unequal variances in the one-way model. However, I have a Randomized complete block design, which is basically a two-way model. And variances differ quite a lot in the treatment group. In SAS for mixed models 2nd ed. (p. 369) Ramon C. Litell et. al., uses a unequal variance model, proc mixed data=TV ic; class age sex; model time=sex|age/DDFM=KR OUTP=R; repeated / group=age; lsmeans age sex / diff adjust=Tukey; run; However, I am not sure this is correct since the multiple comparison test (Tukey), uses a pooled estimate for the variance thus affecting p-values when the variances are unequal. Is this the correct way of performing multiple comparison under unequal variance? If yes, how does the Tukey adjustment handle the unequal variances?
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