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 |
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|---|---|---|---|---|---|---|---|---|
| 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 | ||
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.
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).