INCREMENTS-DECREMENTS ANALYSIS - IMPACT O F ASSUMPTION VIOLATION ON EMPIRICAL RATE OF TYPE-I ERRORS

Increments-decrements technique was investigated in an extensive Monte Carlo simulation study. It was demonstrated that violated assumptions yield problems of inference in the form of important differences betw een exact and empirical type I error rates. Skewness in random error o f first order autoregressive model affects dramatically empirical type I error rate. It was found that the empirical type I error was affect ed by nonzero serial dependence, although this technique showed an acc eptable robustness for levels of autocorrelation near zero. Extreme ca ution is recommended for use this strategy in A-B designs where autoco rrelated series are not unusual.