title: Should we rely on the Kenward-Roger approximation when using linear mixed models if the groups have different distributions?
abstract: The study explores the robustness to violations of normality and sphericity of linear mixed models when they are used with the Kenward-Roger procedure (KR) in split-plot designs in which the groups have different distributions and sample sizes are small. The focus is on examining the effect of skewness and kurtosis. To this end, a Monte Carlo simulation study was carried out, involving a split-plot design with three levels of the between-subjects grouping factor and four levels of the within-subjects factor. The results show that: (1) the violation of the sphericity assumption did not affect KR robustness when the assumption of normality was not fulfilled; (2) the robustness of the KR procedure decreased as skewness in the distributions increased, there being no strong effect of kurtosis; and (3) the type of pairing between kurtosis and group size was shown to be a relevant variable to consider when using this procedure, especially when pairing is positive (i.e., when the largest group is associated with the largest value of the kurtosis coefficient and the smallest group with its smallest value). The KR procedure can be a good option for analysing repeated-measures data when the groups have different distributions, provided the total sample sizes are 45 or larger and the data are not highly or extremely skewed.
authors.affiliation: Department of Methodology of the Behavioral Sciences, University of Barcelona, Spain.
authors.forename: Jaume
authors.initials: J
authors.lastname: Arnau
authors.forename: Rebecca
authors.initials: R
authors.lastname: Bendayan
authors.forename: María J
authors.initials: MJ
authors.lastname: Blanca
authors.forename: Roser
authors.initials: R
authors.lastname: Bono
mesh_terms: D015982:Bias; D016014:Linear Models; D009010:Monte Carlo Method; D016011:Normal Distribution; D011589:Psychology, Experimental / Q000706:statistics & numerical data*; D011594:Psychometrics / Q000706:statistics & numerical data*; D015203:Reproducibility of Results; D018401:Sample Size; D016008:Statistical Distributions
keywords: Kenward-Roger procedure; Linear mixed model; robustness; skewness; sphericity.; split-plot designs