What should you do if you have vastly different sample sizes across levels of a categorical variable you are including as a covariate in an ANCOVA? For example, if you are controlling for gender with 4 categories (i.e., man, woman, prefer to self-describe, prefer not to say), is there a citation that supports either collapsing the last gender categories or even excluding them from the analysis because of their extremely small sample size to avoid skewing results? If the sample sizes are so small, however, even with collapsing, you could still run into the same sample size problem. Is there a general consensus about how to handle this type of issue?