IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v171y2019icp176-192.html
   My bibliography  Save this article

Wild bootstrapping rank-based procedures: Multiple testing in nonparametric factorial repeated measures designs

Author

Listed:
  • Umlauft, Maria
  • Placzek, Marius
  • Konietschke, Frank
  • Pauly, Markus

Abstract

Repeated measures designs are frequently used for planning experiments in the life or social sciences. Typical examples include the comparison of different treatments over time, where both factor levels may possess an additional structure. For such designs, the statistical analysis typically consists of several steps. If the global null is rejected, multiple comparisons are performed. Usually, general factorial repeated measures designs are inferred by classical linear mixed models. Common underlying assumptions, such as normality or variance homogeneity are, however, often not met in practice. Furthermore, when dealing with, e.g., ordinal or ordered categorical data, means are no longer meaningful to describe an effect and other effect sizes should be used. To this end, we developmultiple contrast tests for nonparametric treatment effects in general factorial repeated measures designs within this paper and equip them with a novel, asymptotically correct wild bootstrap approach. Because regulatory authorities require the calculation of confidence intervals, this work also provides simultaneous confidence intervals for linear contrasts and for the ratio of different contrasts in meaningful effects. Extensive simulations are conducted to foster the theoretical findings. Finally, the analysis of two datasets exemplify the applicability of the novel procedures.

Suggested Citation

  • 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.
  • Handle: RePEc:eee:jmvana:v:171:y:2019:i:c:p:176-192
    DOI: 10.1016/j.jmva.2018.12.005
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047259X18301271
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.jmva.2018.12.005?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Davidson, Russell & Flachaire, Emmanuel, 2008. "The wild bootstrap, tamed at last," Journal of Econometrics, Elsevier, vol. 146(1), pages 162-169, September.
    2. Noguchi, Kimihiro & Gel, Yulia R. & Brunner, Edgar & Konietschke, Frank, 2012. "nparLD: An R Software Package for the Nonparametric Analysis of Longitudinal Data in Factorial Experiments," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 50(i12).
    3. Friedrich, Sarah & Konietschke, Frank & Pauly, Markus, 2017. "A wild bootstrap approach for nonparametric repeated measurements," Computational Statistics & Data Analysis, Elsevier, vol. 113(C), pages 38-52.
    4. Edgar Brunner & Frank Konietschke & Markus Pauly & Madan L. Puri, 2017. "Rank-based procedures in factorial designs: hypotheses about non-parametric treatment effects," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(5), pages 1463-1485, November.
    5. 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.
    6. B.M. Brown & T.P. Hettmansperger, 2002. "Kruskal–Wallis, Multiple Comparisons and Efron Dice," Australian & New Zealand Journal of Statistics, Australian Statistical Publishing Association Inc., vol. 44(4), pages 427-438, December.
    7. Esther Herberich & Johannes Sikorski & Torsten Hothorn, 2010. "A Robust Procedure for Comparing Multiple Means under Heteroscedasticity in Unbalanced Designs," PLOS ONE, Public Library of Science, vol. 5(3), pages 1-8, March.
    8. Jan Beyersmann & Susanna Di Termini & Markus Pauly, 2013. "Weak Convergence of the Wild Bootstrap for the Aalen–Johansen Estimator of the Cumulative Incidence Function of a Competing Risk," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(3), pages 387-402, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Edgar Brunner & Frank Konietschke & Arne C. Bathke & Markus Pauly, 2021. "Ranks and Pseudo‐ranks—Surprising Results of Certain Rank Tests in Unbalanced Designs," International Statistical Review, International Statistical Institute, vol. 89(2), pages 349-366, August.
    2. Dennis Dobler & Sarah Friedrich & Markus Pauly, 2020. "Nonparametric MANOVA in meaningful effects," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(4), pages 997-1022, August.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Friedrich, Sarah & Pauly, Markus, 2018. "MATS: Inference for potentially singular and heteroscedastic MANOVA," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 166-179.
    2. Dennis Dobler & Sarah Friedrich & Markus Pauly, 2020. "Nonparametric MANOVA in meaningful effects," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(4), pages 997-1022, August.
    3. 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).
    4. Friedrich, Sarah & Konietschke, Frank & Pauly, Markus, 2017. "A wild bootstrap approach for nonparametric repeated measurements," Computational Statistics & Data Analysis, Elsevier, vol. 113(C), pages 38-52.
    5. D. Dobler & J. Beyersmann & M. Pauly, 2017. "Non-strange weird resampling for complex survival data," Biometrika, Biometrika Trust, vol. 104(3), pages 699-711.
    6. Tobias Bluhmki & Claudia Schmoor & Dennis Dobler & Markus Pauly & Juergen Finke & Martin Schumacher & Jan Beyersmann, 2018. "A wild bootstrap approach for the Aalen–Johansen estimator," Biometrics, The International Biometric Society, vol. 74(3), pages 977-985, September.
    7. Debajit Chatterjee & Uttam Bandyopadhyay, 2019. "Testing in nonparametric ANCOVA model based on ridit reliability functional," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(2), pages 327-364, April.
    8. Ditzhaus, Marc & Pauly, Markus, 2019. "Wild bootstrap logrank tests with broader power functions for testing superiority," Computational Statistics & Data Analysis, Elsevier, vol. 136(C), pages 1-11.
    9. Katharina J. Heinemann & Sun-Young Yang & Henryk Straube & Nieves Medina-Escobar & Marina Varbanova-Herde & Marco Herde & Sangkee Rhee & Claus-Peter Witte, 2021. "Initiation of cytosolic plant purine nucleotide catabolism involves a monospecific xanthosine monophosphate phosphatase," Nature Communications, Nature, vol. 12(1), pages 1-9, December.
    10. Goncalves, Silvia & Kilian, Lutz, 2004. "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, vol. 123(1), pages 89-120, November.
    11. Daiki Maki, 2015. "Wild bootstrap tests for unit root in ESTAR models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(3), pages 475-490, September.
    12. James G. MacKinnon & Matthew D. Webb & Morten Ø. Nielsen, 2017. "Bootstrap And Asymptotic Inference With Multiway Clustering," Working Paper 1386, Economics Department, Queen's University.
    13. Daiki Maki & Yasushi Ota, 2021. "Testing for Time-Varying Properties Under Misspecified Conditional Mean and Variance," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1167-1182, April.
    14. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2023. "Fast and reliable jackknife and bootstrap methods for cluster‐robust inference," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 671-694, August.
    15. Cavaliere, Giuseppe & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2011. "Testing For Unit Roots In The Presence Of A Possible Break In Trend And Nonstationary Volatility," Econometric Theory, Cambridge University Press, vol. 27(5), pages 957-991, October.
    16. David Roodman & James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2019. "Fast and wild: Bootstrap inference in Stata using boottest," Stata Journal, StataCorp LP, vol. 19(1), pages 4-60, March.
    17. Kim, Jae H. & Fraser, Iain & Hyndman, Rob J., 2011. "Improved interval estimation of long run response from a dynamic linear model: A highest density region approach," Computational Statistics & Data Analysis, Elsevier, vol. 55(8), pages 2477-2489, August.
    18. Julian Di Giovanni & Galina Hale, 2022. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," Journal of Finance, American Finance Association, vol. 77(6), pages 3373-3421, December.
    19. Emmanuel Flachaire, 2000. "Les méthodes du bootstrap dans les modèles de régression," Économie et Prévision, Programme National Persée, vol. 142(1), pages 183-194.
    20. Aye, Goodness C. & Gil-Alana, Luis A. & Gupta, Rangan & Wohar, Mark E., 2017. "The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 283-294.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:171:y:2019:i:c:p:176-192. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.