Is there a way to perform a Two-way Welch Anova? I have not found an implementation of it.
My dependent variable is continuous and normal, and my independent variables are all categorical and ordinal with unequal sample size and some of them presenting unequal variances (checked with levines test).
I am not interested in predictions, but more in evaluating the effect of the features on the outcome. Would it be acceptable to perform a linear regression with the categorical and ordinal variables and directly evaluate the coefficients? How could I consider their possible interactions?