Hi,
I have 4 treatment groups, each with different n (sample number). The experimental design is completely randomized design. What is the best way to analyze the data to make sure unequal variances are taken into consideration.
I presume you are primarily interested in testing the hypothesis that the means of the 4 treatment groups are equal? If that's the case the Fit Y by X platform is a good place to start. There are options within the report for the unequal variances scenario. Here's a link to the online JMP documentation related to the unequal variances scenario.
Fit Y by X - Unequal Variances
You started by saying that the sample size varied across the treatment groups, but then you ask how to analyze the data when the variances are not the same. You omitted the explanation of why one difference leads to the other difference in your case.