Statistical Methods for Psychology

(Michael S) #1
of correlations that decrease regularly the more removed the observations are from each
other. That sounds like a logical expectation for what we would find when we measure
depression over time. For now we are going to consider the autoregressive covariance
structure.
Having decided on a correlational (or covariance) structure we simply need to tell
SPSS to use that structure and solve the problem as before. The only change we will
make is to the repeatedcommand, where we will replace covtype(cs) with covtype(AR1).
MIXED
dv BY Group Time
/FIXED 5 Group Time Group * Time | SSTYPE(3)
/METHOD 5 REML
/PRINT 5 DESCRIPTIVES SOLUTION
/REPEATED 5 Time | SUBJECT(Subj) COVTYPE(AR1)
/EMMEANS 5 TABLES(Group)
/EMMEANS 5 TABLES(Time)
/EMMEANS 5 TABLES(Group * Time).
Information Criteriaa

504 Chapter 14 Repeated-Measures Designs


2 2 Restricted Log Likelihood 895.066
Akaike’s Information Criterion (AIC) 899.066
Hurvich and Tsai’s Criterion (AICC) 899.224
Bozdogan’s Criterion (CAIC) 905.805
Schwarz’s Bayesian Criterion (BIC) 903.805
The information criteria are displayed in smaller-is-better
forms.
aDependent Variable: dv

Fixed Effects
Type III Tests of Fixed Effectsa
Source Numerator df Denominator df F Sig.
Intecept 1 26.462 270.516 .000
Group 1 26.462 17.324 .000
Time 3 57.499 30.821 .000
Group * Time 3 57.499 7.721 .000
aDependent Variable: dv

Covariance Parameters
Estimates of Covariance Parametersa
Parameter Estimate Std. Error
Repeated Measures AR1 diagonal 5349.879 1060.035
AR1 rho .618198 .084130
aDependentVariable: dv

Here we see that all effects are still significant, which is encouraging. But which of
these two models (one assuming a compound symmetry structure to the covariance matrix
and the other assuming a first order autoregressive structure) is the better choice. We are
going to come to the same conclusion with either model in this case, but that is often not
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