Exact Multivariate Permutation Tests for Fixed Effects in Mixed-Models

Abstract

A test for the fixed effect in mixed-models is proposed. It is based on permutation strategy and is exact. The testing approach presented is very general and the class of models covered is very broad.

Multivariate responses with different type of variables (e.g., continuous, categorical, and ranks) are usually tested with separated models and the overall test are usually reached through Bonferroni-like combinations, i.e., without taking into account the joint distribution of the test statistics. On the contrary, in this approach the joint distribution is immediately obtained and the dependence among tests is taken into account in the overall test. The methods are implemented in the R package flip, freely available on CRAN.

Keywords:

• Exact tests
• Mixed models
• Permutation tests

Mathematics Subject Classification:

• 62Gxx
• 62G09
• 62G10
• 62Hxx
• 62H15