A unified approach to rank tests for mixed models

被引:105
作者
Akritas, MG
Brunner, E
机构
[1] PENN STATE UNIV,DEPT STAT,STATE COLL,PA 16802
[2] UNIV GOTTINGEN,DEPT MED STAT,D-37073 GOTTINGEN,GERMANY
关键词
rank transform; factorial designs; nonparametric hypotheses; rank statistics; ordered categorical data; repeated measures; ties;
D O I
10.1016/S0378-3758(96)00177-2
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The nonparametric version of the classical mixed model is considered and the common hypotheses of (parametric) main effects and interactions are reformulated in a nonparametric setup. To test these nonparametric hypotheses, the asymptotic distributions of quadratic forms of rank statistics are derived in a general framework which enables the derivation of the statistics for the nonparametric hypotheses of the fixed treatment effects and interactions in an arbitrary mixed model, The procedures given here are not restricted to semiparametric models or models with additive effects. Moreover, they are robust to outliers since only the ranks of the observations are needed. They are also applicable to pure ordinal data and since no continuity of the distribution functions is assumed, they can also be applied to data with ties. Some approximations for small sample sizes are suggested and analyzed in a simulation study, The application of the statistics and the interpretation of the results is demonstrated in several worked-out examples where some data sets given in the literature are re-analyzed.
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页码:249 / 277
页数:29
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