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. Author manuscript; available in PMC: 2025 Jan 1.
Published in final edited form as: Commun Stat Simul Comput. 2022 Feb 23;53(2):1048–1067. doi: 10.1080/03610918.2022.2039396

Table 2:

Performance of WJK-OLS and WJK-GLS approaches compared to the other methods in the estimation of the conditional means, and the hypothesis testing of the treatment effect when the cluster-level heterogeneity varies.

Cluster-level unequal variancea Measureb Method
LMM-KR LMM-Permu. OLS-CRVE FGLS-CRVE WJK-OLS WJK-GLS

25 MSE Est. μ1 1.53 1.53 2.06 1.53 1.34 1.17
Est. μ2 1.06 1.06 1.21 1.06 1.08 0.996

Rejection % (δ = 0) Sig. 1 0.011 0.025 0.026 0.024 0.037 0.038
Sig. 2 0.050 0.083 0.082 0.078 0.084 0.093

Rejection % (δ ≠ 0) Sig. 1 0.608 0.651 0.614 0.651 0.650 0.691
Sig. 2 0.767 0.784 0.709 0.760 0.751 0.849

36 MSE Est. μ1 1.71 1.71 2.43 1.71 1.38 1.17
Est. μ2 1.06 1.06 1.21 1.06 1.08 0.996

Rejection % (δ = 0) Sig. 1 0.008 0.025 0.024 0.025 0.038 0.036
Sig. 2 0.049 0.077 0.079 0.072 0.087 0.088

Rejection % (δ ≠ 0) Sig. 1 0.567 0.617 0.589 0.621 0.618 0.661
Sig. 2 0.741 0.749 0.674 0.723 0.712 0.822

49 MSE Est. μ1 1.88 1.88 2.81 1.88 1.39 1.197
Est. μ2 1.06 1.06 1.21 1.06 1.08 0.996

Rejection % (δ = 0) Sig. 1 0.008 0.024 0.023 0.025 0.036 0.041
Sig. 2 0.049 0.075 0.076 0.07 0.088 0.087

Rejection % (δ ≠ 0) Sig. 1 0.532 0.593 0.568 0.595 0.595 0.647
Sig. 2 0.706 0.718 0.642 0.689 0.689 0.814

Variances all equal to 1 MSE Est. μ1 0.79 0.79 0.79 0.79 0.84 0.89
Est. μ2 1.13 1.13 1.21 1.13 1.08 0.996

Rejection % (δ = 0) Sig. 1 0.008 0.044 0.046 0.05 0.05 0.034
Sig. 2 0.033 0.112 0.1 0.103 0.104 0.078

Rejection % (δ ≠ 0) Sig. 1 0.779 0.839 0.818 0.832 0.842 0.841
Sig. 2 0.904 0.919 0.889 0.915 0.921 0.938
a

There are 5 clusters/condition, and the cluster sizes are: 80, 50, 120, 25, 30, 30, 60, 75, 50, 5. The variance of cluster-level random effect is 1 if no unequal variances exit or an unequal variance is associated with the cluster of size 120.

b

Since the same 1000 random seeds are used for the simulations with the true null and the true effect situations, the MSEs are the same when the other settings are identical. Thus the MSE is presented only once.

Est. is an abbreviation for Estimate of; Sig. is for nominal significance level. Due to the limited number of permutations, Sig. 1=0.048 (12/252) and Sig. 2=0.103 (26/252).