Testing repeated measures hypotheses when covariance matrices are heterogeneous: Revisiting the robustness of the Welch-James test again

Citation
Hj. Keselman et al., Testing repeated measures hypotheses when covariance matrices are heterogeneous: Revisiting the robustness of the Welch-James test again, EDUC PSYC M, 60(6), 2000, pp. 925-938
Citations number
41
Categorie Soggetti
Psycology
Journal title
EDUCATIONAL AND PSYCHOLOGICAL MEASUREMENT
ISSN journal
00131644 → ACNP
Volume
60
Issue
6
Year of publication
2000
Pages
925 - 938
Database
ISI
SICI code
0013-1644(200012)60:6<925:TRMHWC>2.0.ZU;2-M
Abstract
The Welch-James and Improved General Approximation tests were examined in b etween-subjects x within-subjects repeated measures designs for their rates of Type I error when data were nonnormal, nonspherical, and heterogeneous and when group sizes were unequal as well. The tests were computed with eit her least squares or robust estimators of central tendency and variability and assessed with critical values that were obtained either theoretically o r through a bootstrapping method. Prior findings indicated that one could o nly obtain a robust test of the interaction effect with the Welch-James pro cedure when sample sizes were very large. This study's results indicate tha t a robust test of the interaction effect can be obtained with reasonable s ample sizes when the Welch-James test is computed with trimmed means and Wi nsorized covariance matrices.