When the errors in an ordinary least squares (OLS) regression model are heteroscedastic, hypothesis tests involving the regression coefficients can have Type I error rates that are far from the nominal significance level. Asymptotically, this problem can be rectified with the use of a heteroscedasticity-consistent covariance matrix (HCCM)…

Advantages and disadvantages of three analytic methods are discussed. A hypothetical data set is employed to make the discussion complete. It is suggested that commonality analysis can be usefully employed in research studies in education, particularly when aptitute-treatment interaction studies are involved. (Author/LMO)