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Permuting longitudinal data in spite of the dependencies

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  • Friedrich, Sarah
  • Brunner, Edgar
  • Pauly, Markus

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.

Suggested Citation

  • Friedrich, Sarah & Brunner, Edgar & Pauly, Markus, 2017. "Permuting longitudinal data in spite of the dependencies," Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 255-265.
    • Handle: RePEc:eee:jmvana:v:153:y:2017:i:c:p:255-265
    DOI: 10.1016/j.jmva.2016.10.004
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    References listed on IDEAS

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    Cited by:

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    3. Pini, Alessia & Sørensen, Helle & Tolver, Anders & Vantini, Simone, 2023. "Local inference for functional linear mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 181(C).
    4. Friedrich, Sarah & Pauly, Markus, 2018. "MATS: Inference for potentially singular and heteroscedastic MANOVA," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 166-179.
    5. Ditzhaus, Marc & Smaga, Łukasz, 2022. "Permutation test for the multivariate coefficient of variation in factorial designs," Journal of Multivariate Analysis, Elsevier, vol. 187(C).
    6. Dennis Dobler & Markus Pauly, 2018. "Bootstrap- and permutation-based inference for the Mann–Whitney effect for right-censored and tied data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(3), pages 639-658, September.
    7. Zimmermann, Georg & Pauly, Markus & Bathke, Arne C., 2020. "Multivariate analysis of covariance with potentially singular covariance matrices and non-normal responses," Journal of Multivariate Analysis, Elsevier, vol. 177(C).
    8. Umlauft, Maria & Placzek, Marius & Konietschke, Frank & Pauly, Markus, 2019. "Wild bootstrapping rank-based procedures: Multiple testing in nonparametric factorial repeated measures designs," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 176-192.

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