Using a Monte Carlo simulation and the KenwardRoger (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 betweensubjects 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.
Keywords Longitudinal data . Linear mixed model . Kenward-Roger method . Robustness . Nonnormal distributionsOver the last three decades, the analysis of repeated measures data has centered on the linear mixed model (LMM). Laird and Ware (1982) established the basis of the LMM with the incorporation of the within-subjects error correlation. Their work was subsequently extended by Cnaan, Laird, and Slasor (1997) and Verbeke and Molenberghs (2000), who applied the LMM to longitudinal data. In contrast to analyses that are based on variances (ANOVA and MANOVA), the LMM models the structure of the covariance matrix. This enables a more efficient estimation of the fixed effects and, consequently, yields more robust statistical tests. However, when the covariance structures are not properly fitted and the sample sizes are small, the Type I error rate tends to rise (Wright & Wolfinger, 1996).With respect to the covariance structure, Keselman, Algina, Kowalchuk, and Wolfinger (1999) demonstrated that when the covariance matrix is not spherical, the degrees of freedom associated with the conventional F test are too large. One way of controlling this bias is to apply the procedure developed by Kenward and Roger (1997; henceforth, the KR method) to correct the degrees of freedom. Studies by Kowalchuk, Keselman, Algina, and Wolfinger (2004) and Vallejo and Ato (2006) showed that with an adequate covariance structure, the KR method is able, in