Hostname: page-component-745bb68f8f-g4j75 Total loading time: 0 Render date: 2025-01-07T17:56:06.407Z Has data issue: false hasContentIssue false

Traditional and Rank-Based Tests for Ordered Alternatives in a Cluster Correlated Model

Published online by Cambridge University Press:  01 January 2025

Yuanyuan Shao
Affiliation:
General Motors
Joseph W. McKean*
Affiliation:
Western Michigan University
Bradley E. Huitema
Affiliation:
Western Michigan University
*
Correspondence should be made to Joseph W. McKean, Department of Statistics, Western Michigan University, Kalamazoo, MI, USA. Email: joseph.mckean@wmich.edu

Abstract

Methods for the analysis of one-factor randomized groups designs with ordered treatments are well established, but they do not apply in the case of more complex experiments. This article describes ordered treatment methods based on maximum-likelihood and robust estimation that apply to designs with clustered data, including those with a vector of covariates. The contrast coefficients proposed for the ordered treatment estimates yield higher power than those advocated by Abelson and Tukey; the proposed robust estimation method is shown (using theory and simulation) to yield both high power and robustness to outliers. Extensions for nonmonotonic alternatives are easily obtained.

Type
Theory and Methods
Copyright
Copyright © 2020 The Psychometric Society

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Abelson, R. P., & Tukey, J. (1960). Efficient utilization of non-numerical information in quantitative analysis: General theory and the case of simple order. Annals of Mathematical Statistics, 34, 13471369. CrossRefGoogle Scholar
Auda, H. A., McKean, J. W., Kloke, J. D., & Sadek, M. (2019). A Monte Carlo study of REML and robust rank-based analyses for the random intercept mixed model. Communications in Statistics - Simulation and Computation, 48, 837860. CrossRefGoogle Scholar
Chang, W., McKean, J., Naranjo, J., & Sheather, S. (1999). High-breakdown rank regression. Journal of the American Statistical Association, 94, 205219. CrossRefGoogle Scholar
Crowder, M., Hand, D. (1990). Analysis of repeated measures. Boca Raton, FL: Chapman & Hall/CRC. Google Scholar
Hardy, G., Littlewood, J., & Polya, G. (1952). Inequalities. 2 Cambridge: Cambridge University Press. Google Scholar
Hettmansperger, T., & McKean, J. (1978). Statistical inference based on ranks. Psychometrika, 43, 6979. CrossRefGoogle Scholar
Hettmansperger, T., & Norton, R. (1987). Tests for patterned alternatives in k \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k$$\end{document} -sample problems. Journal of the American Statistical Association, 82, 292299. Google Scholar
Hettmansperger, T. P., & McKean, J. W. (2011). Robust nonparametric statistical methods. 2 Boca Raton, FL: Chapman-Hall. Google Scholar
Huitema, B. (2011). The analysis of covariance and alternatives: Statistical methods for experiments, quasi-experiments, and single-case studies. 2 Hoboken, NJ: Wiley. CrossRefGoogle Scholar
Jaeckel, L. A. (1972). Estimating regression coefficients by minimizing the dispersion of residuals. Annals of Mathematical Statistics, 43, 14491458. CrossRefGoogle Scholar
Jonckheere, A. (1954). A distribution-free k \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k$$\end{document} -sample test against ordered alternatives. Biometrika, 41, 133145. CrossRefGoogle Scholar
Kalbfleisch, J., & Prentice, R. (1980). The statistical analysis of failure time data. New York: Wiley. Google Scholar
Kloke, J. D., & McKean, J. W. (2012). Rfit: Rank-based estimation for linear models. The R Journal, 4, 5764. CrossRefGoogle Scholar
Kloke, J. D., & McKean, J. W. (2015). Nonparametric statistical methods using R. Boca Raton, FL: Chapman-Hall. Google Scholar
Kloke, J. D., McKean, J. W., & Rashid, M. (2009). Rank-based estimation and associated inferences for linear models with cluster correlated errors. Journal of the American Statistical Association, 104, 384390. CrossRefGoogle Scholar
McKean, J., Sheather, S., & Hettmansperger, T. (1990). Regression diagnostics for rank-based methods. Journal of the American Statistical Association, 85, 10181028. CrossRefGoogle Scholar
McKean, J., & Sievers, G. (1989). Rank scores suitable for analysis of linear models under asymmetric error distributions. Technometrics, 31, 207218. CrossRefGoogle Scholar
McKean, J. W., Vidmar, T. J., & Sievers, G. (1989). A robust two-stage multiple comparison procedure with application to a random drug screen. Biometrics, 45, 12811297. CrossRefGoogle Scholar
Pinheiro, J., & Bates, D. (2000). Mixed-effects models in S and S-PLUS New York: Springer. CrossRefGoogle Scholar
Seber, G. (1994). Multivariate observations. New York: Wiley. Google Scholar
Terpstra, T. (1952). The asymptotic normality and consistency of Kendall's test against trend, when ties are present. Indagationes Mathematicae, 14, 327333. CrossRefGoogle Scholar
Watcharotone, K., McKean, J., & Huitema, B. (2017). A Monte-Carlo study of traditional and rank-based picked-point analyses. Communications in Statistics - Simulation and Computation, 46, 40504056. Google Scholar