TY - JOUR
T1 - An empirical study of five multivariate tests for the single-factor repeated measures model
AU - Harwell, Michael R.
AU - Serlin, Ronald C.
PY - 1997/1/1
Y1 - 1997/1/1
N2 - A Monte Carlo study was used to examine the Type I error and power values of five multivariate tests for the single-factor repeated measures model. The performance of Hotelling's T2 and four nonparametric tests, including a chi-square and an F-test version of a rank-transform procedure, were investigated for different distributions, sample sizes, and numbers of repeated measures. The results indicated that both Hotellings T2 and the F-test version of the rank-transform performed well, producing Type I error rates which were close to the nominal value. The chi-square version of the rank-transform test, on the other hand, produced inflated Type I error rates for every condition studied. The Hotelling and F-test version of the rank-transform procedure showed similar power for moderately-skewed distributions, but for strongly skewed distributions the F-test showed much better power. The performance of the other nonparametric tests depended heavily on sample size. Based on these results, the F-test version of the rank-transform procedure is recommended for the single-factor repeated measures model.
AB - A Monte Carlo study was used to examine the Type I error and power values of five multivariate tests for the single-factor repeated measures model. The performance of Hotelling's T2 and four nonparametric tests, including a chi-square and an F-test version of a rank-transform procedure, were investigated for different distributions, sample sizes, and numbers of repeated measures. The results indicated that both Hotellings T2 and the F-test version of the rank-transform performed well, producing Type I error rates which were close to the nominal value. The chi-square version of the rank-transform test, on the other hand, produced inflated Type I error rates for every condition studied. The Hotelling and F-test version of the rank-transform procedure showed similar power for moderately-skewed distributions, but for strongly skewed distributions the F-test showed much better power. The performance of the other nonparametric tests depended heavily on sample size. Based on these results, the F-test version of the rank-transform procedure is recommended for the single-factor repeated measures model.
KW - Nonparametric: Monte Carlo
KW - Power
KW - Type I error
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U2 - 10.1080/03610919708813400
DO - 10.1080/03610919708813400
M3 - Article
AN - SCOPUS:0031342673
VL - 26
SP - 605
EP - 618
JO - Communications in Statistics Part B: Simulation and Computation
JF - Communications in Statistics Part B: Simulation and Computation
SN - 0361-0918
IS - 2
ER -