I used to use Cochran test to compare means of non equal variance. I found that it disappeared from new JMP version menu. Anyone knows why they removed it? Thanks!
If you want to know where the test ended up in JMP you can check this out in this community post. That is my best answer to where it is, perhaps JMP people can add more here.
However, if you are comparing means with unequal variances I assume you have a column with group names (your X) and another with continuous data (your Y). In this case, the Cochran test will not work for you as it deals with binary outcomes.
As such, I'd opt for other nonparametric tests instead, those included in the "Nonparametric" option of the menu as you click on the red triangle. You can use the "Steel-Dwass All pairs" method if you want to compare the means of all groups (like Tukey's), or the "Steel with control" which is better if you want to compare all group means with a given control group mean.
