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Properties of bootstrap tests for N ‐of‐1 studies
Author(s) -
Lin Sharon X.,
Morrison Leanne,
Smith Peter W. F.,
Hargood Charlie,
Weal Mark,
Yardley Lucy
Publication year - 2016
Publication title -
british journal of mathematical and statistical psychology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.157
H-Index - 51
eISSN - 2044-8317
pISSN - 0007-1102
DOI - 10.1111/bmsp.12071
Subject(s) - mathematics , econometrics , statistics
N ‐of‐1 study designs involve the collection and analysis of repeated measures data from an individual not using an intervention and using an intervention. This study explores the use of semi‐parametric and parametric bootstrap tests in the analysis of N ‐of‐1 studies under a single time series framework in the presence of autocorrelation. When the Type I error rates of bootstrap tests are compared to W ald tests, our results show that the bootstrap tests have more desirable properties. We compare the results for normally distributed errors with those for contaminated normally distributed errors and find that, except when there is relatively large autocorrelation, there is little difference between the power of the parametric and semi‐parametric bootstrap tests. We also experiment with two intervention designs: ABAB and AB , and show the ABAB design has more power. The results provide guidelines for designing N ‐of‐1 studies, in the sense of how many observations and how many intervention changes are needed to achieve a certain level of power and which test should be performed.