A note on Cochran test for homogeneity in one-way ANOVA and meta-analysis

In this paper we provide a formal yet simple and straightforward proof of the asymptotic chi(2) distribution for Cochran test statistic. Then, we show that the general form of this type of test statistics is invariant for the choice of weights. This fact is important since in practice many such test statistics are constructed with more complicated forms which usually require calculating generalized inverse matrices. Based on our results, we can simplify the construction of the test statistics. More importantly, properties such as anti-conservativeness of this type of test statistics can be drawn from Cochran test statistic. Furthermore, one can improve the performance of the tests by using some modified statistics with correction for small sample size situations.