On data-based selection of summary measures from repeated measurements

Ib Skovgaard, Torben Martinussen

    Abstract

    Univariate analysis of variance of a good summary measure, or two, may provide a simple and effective way of analyzing repeated measurements. It is shown here that selection of a linear summary measure on the basis of inspection of the total sample of response curves, leads to valid F-tests in the subsequent analysis of variance. The selection may also be based on residuals from a base model, rather than on the raw data. The treatments should, however, be blinded in this summary measure selection step, that is, the inspection of the sample of curves (or residuals) and the selection of the summary measure may not rely on which responses stem from which treatment groups. It is advocated as a convenient and often effective method to use the first principal component from the total sample of curves as the first summary measure. The main mathematical result of the paper is a simple proof of the validity of the F-tests for linear summary measures selected in this way, provided data are multivariate normally distributed. Alternatively, permutation tests may be used to provide a distribution free reference distribution for the F-statistic. Two examples illustrate the method.

    Original languageEnglish
    JournalBrazilian Journal of Probability and Statistics
    Volume26
    Issue number1
    Pages (from-to)56-70
    Number of pages15
    ISSN0103-0752
    DOIs
    Publication statusPublished - Feb 2012

    Fingerprint

    Dive into the research topics of 'On data-based selection of summary measures from repeated measurements'. Together they form a unique fingerprint.

    Cite this