Analysis of Covariance in General Factorial Designs Through Multiple Contrast Tests Under Variance Heteroscedasticity

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Main Authors: Matthias Becher, Ludwig A. Hothorn, Frank Konietschke
Format: Artículo Open Access
Published: Wiley 2025
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author Matthias Becher
Ludwig A. Hothorn
Frank Konietschke
author_facet Matthias Becher
Ludwig A. Hothorn
Frank Konietschke
Matthias Becher
Ludwig A. Hothorn
Frank Konietschke
collection Wiley Open Access
contents Analysis of Covariance in General Factorial Designs Through Multiple Contrast Tests Under Variance Heteroscedasticity Matthias Becher Ludwig A. Hothorn Frank Konietschke Statistics in Medicine ABSTRACT A common goal in clinical trials is to conduct tests on estimated treatment effects adjusted for covariates such as age or sex. Analysis of Covariance (ANCOVA) is often used in these scenarios to test the global null hypothesis of no treatment effect using an ‐test. However, in several samples, the ‐test does not provide any information about individual null hypotheses and has strict assumptions such as variance homoscedasticity. We extend the method proposed by Konietschke et al. [“Analysis of Covariance Under Variance Heteroscedasticity in General Factorial Designs,” Statistics in Medicine 40 (2021): 4732–4749] to a multiple contrast test procedure (MCTP), which allows us to test arbitrary linear hypotheses and provides information about the global‐ as well as the individual null hypotheses. Further, we can calculate compatible simultaneous confidence intervals for the individual effects. We derive a small sample size approximation of the distribution of the test statistic via a multivariate t‐distribution. As an alternative, we introduce a Wild‐bootstrap method. Extensive simulations show that our methods are applicable even when sample sizes are small. Their application is further illustrated within a real data example. 10.1002/sim.70018 http://creativecommons.org/licenses/by/4.0/
doi_str_mv 10.1002/sim.70018
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institution Wiley Open Access
license_str_mv http://creativecommons.org/licenses/by/4.0/
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publisher Wiley
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spellingShingle Analysis of Covariance in General Factorial Designs Through Multiple Contrast Tests Under Variance Heteroscedasticity
Matthias Becher
Ludwig A. Hothorn
Frank Konietschke
Statistics in Medicine
Analysis of Covariance in General Factorial Designs Through Multiple Contrast Tests Under Variance Heteroscedasticity Matthias Becher Ludwig A. Hothorn Frank Konietschke Statistics in Medicine ABSTRACT A common goal in clinical trials is to conduct tests on estimated treatment effects adjusted for covariates such as age or sex. Analysis of Covariance (ANCOVA) is often used in these scenarios to test the global null hypothesis of no treatment effect using an ‐test. However, in several samples, the ‐test does not provide any information about individual null hypotheses and has strict assumptions such as variance homoscedasticity. We extend the method proposed by Konietschke et al. [“Analysis of Covariance Under Variance Heteroscedasticity in General Factorial Designs,” Statistics in Medicine 40 (2021): 4732–4749] to a multiple contrast test procedure (MCTP), which allows us to test arbitrary linear hypotheses and provides information about the global‐ as well as the individual null hypotheses. Further, we can calculate compatible simultaneous confidence intervals for the individual effects. We derive a small sample size approximation of the distribution of the test statistic via a multivariate t‐distribution. As an alternative, we introduce a Wild‐bootstrap method. Extensive simulations show that our methods are applicable even when sample sizes are small. Their application is further illustrated within a real data example. 10.1002/sim.70018 http://creativecommons.org/licenses/by/4.0/
title Analysis of Covariance in General Factorial Designs Through Multiple Contrast Tests Under Variance Heteroscedasticity
topic Statistics in Medicine
url https://onlinelibrary.wiley.com/doi/10.1002/sim.70018