ANALYZING SMALL SAMPLES OF REPEATED MEASURES DATA WITH THE MIXED-MODEL ADJUSTED F TEST
Résumé
This research examines the Type I error rates obtained when using the mixed model with the Kenward-Roger correction and compares them with the Between-Within and Satterthwaite approaches in split-plot designs. A simulated study was conducted to generate repeated measures data with small samples under normal distribution. The data were obtained via three covariance matrices (unstructured, heterogeneous first-order auto-regressive and random coefficients), the one with the best fit being selected according to the Akaike criterion. The results of the simulation study showed the Kenward-Roger test to be more robust, particularly when the population covariance matrices were unstructured or heterogeneous first-order auto-regressive.
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