Generally, Tukey and Scheffé tests are more conservative. They find it harder to see differences and generally give the same result. In relation to the differences:
- In pairwise comparisons, Tukey test is based on studentized range distribution while Scheffe is based in F distribution.
- Tukey's test is very rigorous, controlling the type I error very well, but favors the type II error.
- The Scheffe test allows comparing any contrast between means and allows different number of observations per treatment.