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My question is whether or not to test heterodasticity before using the Kruskal-Wallis test.
What I understand is that if I want to compare medians/mean, then I have to check for heterocedasticity, but if my goal is to use the test to check if one sample is stochastically different than the other, I don’t necessarily have to check for assumptions .
In the article by Kruskal and Wallis (Use of Ranks in One-Criterion Variance Analysis), at the end of page 17/40 or numbered 598:
4.2. Comparison of Means when Variability Differs Rigorously Interpreted, all we can conclude from a significant value of H is that the populations differ, not necessarily that the Means differ.
or among others
I have already found teachers agreeing and disagreeing on this subject. I appreciate your guidance.
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– Lucas
@Lucas Obrigado
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