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Table 1 Type-I error and power comparison for group comparison tests

From: Highly efficient hypothesis testing methods for regression-type tests with correlated observations and heterogeneous variance structure

  ρ=0.2 ρ=0.8
  Type-I error Power Type-I error Power
Normal
PB.t (oracle) 0.037 (0.005) 0.841 (0.010) 0.035 (0.005) 0.919 (0.010)
PB.t (estimation) 0.036 (0.005) 0.839 (0.010) 0.029 (0.005) 0.910 (0.009)
Weighted LMER 0.042 (0.007) 0.826 (0.011) 0.022 (0.003) 0.616 (0.016)
Rfast LMER 0.064 (0.008) 0.555 (0.016) 0.063 (0.008) 0.517 (0.017)
Weighted regression t-test 0.032 (0.005) 0.822 (0.012) 0.002 (0.001) 0.373 (0.011)
Paired t-test 0.049 (0.006) 0.503 (0.016) 0.050 (0.006) 0.475 (0.013)
Welch’s t-test 0.031 (0.004) 0.449 (0.015) 0.001 (0.001) 0.090 (0.010)
Double Exponential
PB.wilcox (oracle) 0.032 (0.007) 0.898 (0.012) 0.030 (0.007) 0.950 (0.007)
PB.wilcox (estimation) 0.046 (0.010) 0.861 (0.016) 0.032 (0.007) 0.918 (0.012)
svyranktest 0.121 (0.010) 0.821 (0.013) 0.100 (0.012) 0.615 (0.024)
Friedman 0.050 (0.009) 0.492 (0.018) 0.050 (0.006) 0.513 (0.014)
Wilcoxon signed rank 0.056 (0.008) 0.569 (0.016) 0.054 (0.005) 0.563 (0.015)
Wilcoxon rank-sum 0.042 (0.009) 0.595 (0.013) 0.002 (0.001) 0.211 (0.015)
  1. At the 5% significance level, mean and standard deviation (in brackets) of the type-I error rate and power over 20 sets of SIM1 data are reported