Simplified Estimation and Testing in Unbalanced Repeated Measures Designs

Martin Spiess (), Pascal Jordan () and Mike Wendt ()
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Martin Spiess: University of Hamburg
Pascal Jordan: University of Hamburg
Mike Wendt: Medical School Hamburg

Psychometrika, 2019, vol. 84, issue 1, No 11, 212-235

Abstract: Abstract In this paper we propose a simple estimator for unbalanced repeated measures design models where each unit is observed at least once in each cell of the experimental design. The estimator does not require a model of the error covariance structure. Thus, circularity of the error covariance matrix and estimation of correlation parameters and variances are not necessary. Together with a weak assumption about the reason for the varying number of observations, the proposed estimator and its variance estimator are unbiased. As an alternative to confidence intervals based on the normality assumption, a bias-corrected and accelerated bootstrap technique is considered. We also propose the naive percentile bootstrap for Wald-type tests where the standard Wald test may break down when the number of observations is small relative to the number of parameters to be estimated. In a simulation study we illustrate the properties of the estimator and the bootstrap techniques to calculate confidence intervals and conduct hypothesis tests in small and large samples under normality and non-normality of the errors. The results imply that the simple estimator is only slightly less efficient than an estimator that correctly assumes a block structure of the error correlation matrix, a special case of which is an equi-correlation matrix. Application of the estimator and the bootstrap technique is illustrated using data from a task switch experiment based on an experimental within design with 32 cells and 33 participants.

Keywords: repeated measures design; unbalanced design; generalized estimating equations; bootstrap; Wald test; task switching paradigm (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s11336-018-9620-2

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