Anova. Homoscedasticity not respected [duplicate]

I'd like to perform an ANOVA with a normally distributed response variables and several explanatory variables. Some of the explanatory variables are continuous and some are categorical (factor(..)).

aov(a~numeric(b) + factor(c ) + numeric(d) + factor(e))


The residuals of this model are perfectly normally distributed but the assumption of homoscedasticity is not respected. What can I do?

• Welch correction?
• Does it work for multiple way ANOVA? How can we perform such a thing with R?
• ordered logic model?
• I tried the function polr (in R) but I get an error message saying that the response should be a factor
• Friedman test?
• I tried but I got an error message saying that the formula is incorrect (although it is exactly the same as for aov(..))
• Kruskal.wallis?
• It works only for one-way Anova I think.

Update

m = aov(myFormula, myData)
plot(y=residuals(m), x=m$fit) abline(lm(residuals(m)~m$fit))


• Note that with continuous predictors, aov fits a general linear model - usually called regression rather than ANOVA, even though you may want to look at an ANOVA table. – Scortchi - Reinstate Monica Nov 18 '13 at 13:56
• Is there an apparent relationship between the variance of the residuals and the fitted values? – Scortchi - Reinstate Monica Nov 18 '13 at 14:17
• @Scortchi Should I check this on this kind of plot: plot(residuals(m), predict(m)) ? (where m = aov(myFormula, myData)) or doing this: summary(lm(predict(m)~residuals(m)))? Or something else? – Remi.b Nov 18 '13 at 14:22
• It's not gross heteroskedasticity. Investigate outliers & try sandwich estimators for the standard errors to see the difference. – Scortchi - Reinstate Monica Nov 18 '13 at 14:42
• Well read up on sandwich estimators, don't just type sandwich in R! It's giving you a robust estimate of the variance-covariance matrix for your model's coefficients, from which you can calculate their standard errors; all without assuming homoskedasticity of the error terms. – Scortchi - Reinstate Monica Nov 18 '13 at 16:51