Permuting longitudinal data in spite of the dependencies

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Publication:2374413

DOI10.1016/J.JMVA.2016.10.004zbMATH Open1351.62097arXiv1509.05570OpenAlexW2546897782MaRDI QIDQ2374413FDOQ2374413


Authors: Sarah Friedrich, Edgar Brunner, Markus Pauly Edit this on Wikidata


Publication date: 15 December 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Abstract: For general repeated measures designs the Wald-type statistic (WTS) is an asymptotically valid procedure allowing for unequal covariance matrices and possibly non-normal multivariate observations. The drawback of this procedure is the poor performance for small to moderate samples, i.e. decisions based on the WTS may become quite liberal. It is the aim of the present paper to improve its small sample behavior by means of a novel permutation procedure. In particular, it is shown that a permutation version of the WTS inherits its good large sample properties while yielding a very accurate finite sample control of the type-I error as shown in extensive simulations. Moreover, the new permutation method is motivated by a practical data set of a split plot design with a factorial structure on the repeated measures.


Full work available at URL: https://arxiv.org/abs/1509.05570




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