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.
|Original language||English (US)|
|Number of pages||14|
|Journal||Communications in Statistics Part B: Simulation and Computation|
|State||Published - Jan 1 1997|
- Nonparametric: Monte Carlo
- Type I error