Stepwise multiple comparison procedures (MCPs) based on least squares
and trimmed estimators were compared for their rates of Type I error a
nd their ability to detect true pairwise group differences. The MCPs w
ere compared in unbalanced one-way completely randomized designs when
normality and homogeneity of variance assumptions were violated. Resul
ts indicated that MCPs based on trimmed means and Winsorized variances
controlled rates of Type I error, whereas MCPs based on least squares
estimators typically could not, particularly when the data were highl
y skewed. However, MCPs based on least squares estimators were substan
tially more powerful than their counterparts based on trimmed means an
d Winsorized variances when the data were only moderately skewed, a fi
nding which qualifies recommendations on the use of trimmed estimators
offered in the literature.