University of Malaga.
Psicothema. 2023 Feb;35(1):21-29. doi: 10.7334/psicothema2022.292.
Repeated measures designs are commonly used in health and social sciences research. Although there are other, more advanced, statistical analyses, the F-statistic of repeated measures analysis of variance (RM-ANOVA) remains the most widely used procedure for analyzing differences in means. The impact of the violation of normality has been extensively studied for between-subjects ANOVA, but this is not the case for RM-ANOVA. Therefore, studies that extensively and systematically analyze the robustness of RM-ANOVA under the violation of normality are needed. This paper reports the results of two simulation studies aimed at analyzing the Type I error and power of RM-ANOVA when the normality assumption is violated but sphericity is fulfilled.
Study 1 considered 20 distributions, both known and unknown, and we manipulated the number of repeated measures (3, 4, 6, and 8) and sample size (from 10 to 300). Study 2 involved unequal distributions in each repeated measure. The distributions analyzed represent slight, moderate, and severe deviation from normality.
Overall, the results show that the Type I error and power of the F-statistic are not altered by the violation of normality.
RM-ANOVA is generally robust to non-normality when the sphericity assumption is met.
重复测量设计在健康和社会科学研究中被广泛应用。尽管存在其他更先进的统计分析方法,但重复测量方差分析(RM-ANOVA)的 F 统计量仍然是分析均值差异最常用的方法。对于组间方差分析,违反正态性的影响已经得到了广泛的研究,但对于 RM-ANOVA 则并非如此。因此,需要进行广泛而系统的研究来分析 RM-ANOVA 在违反正态性假设但满足球形性的情况下的稳健性。本文报告了两项模拟研究的结果,旨在分析当正态性假设被违反但球形性满足时 RM-ANOVA 的Ⅰ类错误和功效。
研究 1 考虑了 20 种分布,包括已知和未知的分布,我们操纵了重复测量的次数(3、4、6 和 8)和样本量(从 10 到 300)。研究 2 涉及每个重复测量中的不等分布。分析的分布代表了从轻度、中度到重度偏离正态性。
总体而言,结果表明,当满足球形性假设时,F 统计量的Ⅰ类错误和功效不受正态性违反的影响。
当满足球形性假设时,RM-ANOVA 通常对非正态性具有稳健性。