Consider a randomized experiment to compare (one or more) treatment(s) with a control. Since groups are defined by random assignment, we should expect equal variances for a null-experiment (that is, all groups given the control.)

So unequal variance would in some sense be caused by the treatments, maybe by some interaction between treatments and (unobserved or unobservable) unit characteristics. I remember seeing a paper on this, probably references on this site --- but cannot find it now, despite much searching.

Any ideas or references?


1 Answer 1


Now I found the paper I was thinking about, it is Heterogeneity of Variance in Experimental Studies: A Challenge to Conventional Interpretations by Anthony S. Bryk and Stephen W. Raudenbush (Psychological Bulletin 1988, Vol. 104, No. 3, p396-404.)

Some papers following up on that one:

I am still interested in other references!


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