Empirical Bayes 1 An Examination of the Robustness of the Empirical Bayes and Other Approaches for Testing Main and Interaction Effects in Repeated Measures Designs

Boik (1997) presented an empirical Bayes (EB) approach to the analysis of repeated measurements. The EB approach is a blend of the conventional univariate and multivariate approaches. Specifically, in the EB approach, the underlying covariance matrix is estimated by a weighted sum of the univariate and multivariate estimators. In addition to demonstrating that his approach controls test size and frequently is more powerful than either the-adjusted univariate or multivariate approaches, Boik showed% how conventional multivariate software can be used to conduct EB analyses. Our investigation examined the Type I error properties of the EB approach when its derivational assumptions were not satisfied as well as when other factors known to affect the conventional tests of significance were varied. For comparative purposes we also investigated the procedures presented by Huynh (1978) and Keselman, Carriere and Lix (1993), procedures designed for non spherical data and covariance heterogeneity, as well as an adjusted univariate and multivariate test statistic. Our results indicate that when the response variable is normally distributed and group sizes are equal the EB approach was robust to violations of its derivational assumptions and therefore is recommended due to the power findings reported by Boik (1997). However, we also found that the EB approach, as well as the adjusted univariate and multivariate procedures, were prone to depressed or elevated rates of Type I error when data were nonnormally distributed and covariance matrices and group sizes were either positively or negatively paired with one another. On the other hand, the Huynh and Keselman et al. procedures were generally robust to these same pairings of covariance matrices and group sizes