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Analyzing categorical data from split-plot and other multi-stratum experiments


  • GOOS, Peter
  • GILMOUR, Steven G.


Many factorial experiments yield categorical response data. Moreover, the experiments are often run under a restricted randomization for logistical reasons and/or because of time and cost constraints. The combination of categorical data and restricted randomization necessitates the use of generalized linear mixed models. In this paper, we demonstrate the use of Hasse diagrams for laying out the randomization structure of a complex factorial design involving seven two-level factors, four three-level factors and a five-level factor, and three repeated observations for each experimental unit. The Hasse diagrams form the basis of the mixed model analysis of the ordered categorical data produced by the experiment. We also discuss the added value of categorical data over binary data and difficulties with the estimation of variance components and, consequently, with the statistical inference. Finally, we show how to deal with repeats in the presence of categorical data, and describe a general strategy for building a suitable generalized linear mixed model.

Suggested Citation

  • GOOS, Peter & GILMOUR, Steven G., 2010. "Analyzing categorical data from split-plot and other multi-stratum experiments," Working Papers 2010021, University of Antwerp, Faculty of Applied Economics.
  • Handle: RePEc:ant:wpaper:2010021

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    References listed on IDEAS

    1. Li, Yun Daisy & Iscan, Talan B. & Xu, Kuan, 2010. "The impact of monetary policy shocks on stock prices: Evidence from Canada and the United States," Journal of International Money and Finance, Elsevier, vol. 29(5), pages 876-896, September.
    2. Alessio Anzuini & Aviram Levy, 2007. "Monetary policy shocks in the new EU members: a VAR approach," Applied Economics, Taylor & Francis Journals, vol. 39(9), pages 1147-1161.
    3. Chelley-Steeley, Patricia L., 2005. "Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets," Journal of International Money and Finance, Elsevier, vol. 24(5), pages 818-831, September.
    4. Ioannidis, Christos & Kontonikas, Alexandros, 2008. "The impact of monetary policy on stock prices," Journal of Policy Modeling, Elsevier, vol. 30(1), pages 33-53.
    5. Elbourne, Adam & de Haan, Jakob, 2006. "Financial structure and monetary policy transmission in transition countries," Journal of Comparative Economics, Elsevier, vol. 34(1), pages 1-23, March.
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    Binary data; Cumulative logit regression; Generalized linear mixed model; Hasse diagram; Ordered categorical data; Split-plot analysis;

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