Differences of Type I error rates for ANOVA and Multilevel-Linear-Models using SAS and SPSS for repeated measures designs

Keywords: Multilevel linear models, software differences, repeated measures ANOVA, simulation study, Kenward-Roger correction, Type I error rate

Abstract

 

To derive recommendations on how to analyze longitudinal data, we examined Type I error rates of Multilevel Linear Models (MLM) and repeated measures Analysis of Variance (rANOVA) using SAS and SPSS. We performed a simulation with the following specifications: To explore the effects of high numbers of measurement occasions and small sample sizes on Type I error, measurement occasions of m = 9 and 12 were investigated as well as sample sizes of n = 15, 20, 25 and 30. Effects of non-sphericity in the population on Type I error were also inspected: 5,000 random samples were drawn from two populations containing neither a within-subject nor a between-group effect. They were analyzed including the most common options to correct rANOVA and MLM-results: The Huynh-Feldt-correction for rANOVA (rANOVA-HF) and the Kenward-Roger-correction for MLM (MLM-KR), which could help to correct progressive bias of MLM with an unstructured covariance matrix (MLM-UN). Moreover, uncorrected rANOVA and MLM assuming a compound symmetry covariance structure (MLM-CS) were also taken into account. The results showed a progressive bias for MLM-UN for small samples which was stronger in SPSS than in SAS. Moreover, an appropriate bias correction for Type I error via rANOVA-HF and an insufficient correction by MLM-UN-KR for n < 30 were found. These findings suggest MLM-CS or rANOVA if sphericity holds and a correction of a violation via rANOVA-HF. If an analysis requires MLM, SPSS yields more accurate Type I error rates for MLM-CS and SAS yields more accurate Type I error rates for MLM-UN.

Metrics

Metrics Loading ...
Published
2019-09-02
Section
Original articles