A nonparametric procedure for the two-factor mixed model with missing data
Abstract
We develop a nonparametric imputation technique to test for the treatment effects in a nonparametric two-factor mixed model with incomplete data. Within each block, an arbitrary covariance structure of the repeated measurements is assumed without the explicit parametrization of the joint multivariate distribution. The number of repeated measurements is uniformly bounded whereas the number of blocks tends to infinity. The essential idea of the nonparametric imputation is to replace the unknown indicator functions of pairwise comparisons by the corresponding empirical distribution functions. The proposed nonparametric imputation method holds valid under the missing completely at random (MCAR) mechanism. We apply the nonparametric imputation on Brunner and Dette's method for the nonparametric two-factor mixed model and this extension results in a weighted partial rank transform statistic. Asymptotic relative efficiency of the nonparametric imputation method with the complete data versus the incomplete data is derived to quantify the efficiency loss due to the missing data. Monte Carlo simulation studies are conducted to demonstrate the validity and power of the proposed method in comparison with other existing methods. A migraine severity score data set is analyzed to demonstrate the application of the proposed method in the analysis of missing data.
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