An empirical study of five multivariate tests for the single-factor repeated measures model

Michael R. Harwell, Ronald C. Serlin

Research output: Contribution to journalArticlepeer-review

17 Scopus citations

Abstract

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 languageEnglish (US)
Pages (from-to)605-618
Number of pages14
JournalCommunications in Statistics Part B: Simulation and Computation
Volume26
Issue number2
DOIs
StatePublished - Jan 1 1997

Keywords

  • Nonparametric: Monte Carlo
  • Power
  • Type I error

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