Two potentially useful tests for homogeneity of variance--the jackknife test and the Box test--are described and compared. Recommendations for the use of these techniques and computational examples of each are provided. (Author/JKS)

The paper describes the small sample stability of least square estimates of variance components within the context of generalizability theory. Monte Carlo methods are used to generate data conforming to some selected multifacet generalizability designs to illustrate the sampling behavior of variance component estimates. (Author/CTM)

A new approximation is proposed for testing the equality of "k" independent means in the face of heterogeneity of variance. Monte Carlo simulations show that the new procedure has nearly nominal Type I error rates and Type II error rates that are close to those produced by James's second-order approximation. (SLD)

Khuri's and Satterthwaite's methods of obtaining confidence intervals of variance components are compared. The article discusses that Khuri's method may be applied to obtain confidence intervals for the variance components and other linear functions of the expected mean squares used in generalizability theory. (Author/JAZ)