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Permuting longitudinal data in spite of the dependencies

Published: 01 January 2017 Publication History

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 its 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 the small-sample behavior of the WTS 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.

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  1. Permuting longitudinal data in spite of the dependencies

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    Published In

    cover image Journal of Multivariate Analysis
    Journal of Multivariate Analysis  Volume 153, Issue C
    January 2017
    205 pages

    Publisher

    Academic Press, Inc.

    United States

    Publication History

    Published: 01 January 2017

    Author Tags

    1. Longitudinal data
    2. Permutation tests
    3. Quadratic forms
    4. Repeated measures
    5. primary62G10
    6. secondary62G0962H1562P10

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