Should we rely on the Kenward–Roger approximation when using linear mixed models if the groups have different distributions?

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.     

Using the linear mixed model to analyze nonnormal data distributions in longitudinal designs

Using a Monte Carlo simulation and the Kenward–Roger (KR) correction for degrees of freedom, in this article we analyzed the application of the linear mixed model (LMM) to a mixed repeated measures design. The LMM was first used to select the covariance structure with three types of data distribution: normal, exponential, and log-normal. This showed that, with homogeneous between-groups covariance and when the distribution was normal, the covariance structure with the best fit was the unstructured population matrix. However, with heterogeneous between-groups covariance and when the pairing between covariance matrices and group sizes was null, the best fit was shown by the between-subjects heterogeneous unstructured population matrix, which was the case for all of the distributions analyzed. By contrast, with positive or negative pairings, the within-subjects and between-subjects heterogeneous first-order autoregressive structure produced the best fit. In the second stage of the study, the robustness of the LMM was tested. This showed that the KR method provided adequate control of Type I error rates for the time effect with normally distributed data. However, as skewness increased—as occurs, for example, in the log-normal distribution—the robustness of KR was null, especially when the assumption of sphericity was violated. As regards the influence of kurtosis, the analysis showed that the degree of robustness increased in line with the amount of kurtosis.