Zhang Kai, Traskin Mikhail, Small Dylan S
Department of Statistics, The Wharton School, University of Pennsylvania, Philadelphia, Pennsylvania 19104, USA.
Biometrics. 2012 Mar;68(1):75-84. doi: 10.1111/j.1541-0420.2011.01622.x. Epub 2011 Jul 6.
For group-randomized trials, randomization inference based on rank statistics provides robust, exact inference against nonnormal distributions. However, in a matched-pair design, the currently available rank-based statistics lose significant power compared to normal linear mixed model (LMM) test statistics when the LMM is true. In this article, we investigate and develop an optimal test statistic over all statistics in the form of the weighted sum of signed Mann-Whitney-Wilcoxon statistics under certain assumptions. This test is almost as powerful as the LMM even when the LMM is true, but it is much more powerful for heavy tailed distributions. A simulation study is conducted to examine the power.
对于群组随机试验,基于秩统计量的随机化推断可为非正态分布提供稳健、精确的推断。然而,在配对设计中,当正态线性混合模型(LMM)为真时,与正态线性混合模型检验统计量相比,目前可用的基于秩的统计量会损失显著的功效。在本文中,我们在某些假设下,研究并开发了一种以带符号的曼-惠特尼-威尔科克森统计量的加权和形式存在的、优于所有统计量的最优检验统计量。即使在LMM为真的情况下,该检验的功效也几乎与LMM相同,但对于重尾分布,它的功效要强得多。我们进行了一项模拟研究来检验其功效。