The Type I error rate of the Kenward-Roger (KR) test, implemented by PROC MIXED in SAS, was assessed through a simulation study for a one between- and one within-subjects factor split-plot design with ignorable missing values and covariance heterogeneity. The KR test controlled the Type I error well under all of the simulation factors, with all estimated Type I error rates between .040 and .075. The best control was for testing the between-subjects main effect (error rates between .041 and .057) and the worst control was for the between-by-within interaction (.040 to .075). The simulated factors had very small effects on the Type I error rates, with simple effects in two-way tables no larger than .01.
Padilla, Miguel A. and Algina, James
"Type I Error Rates of the Kenward-Roger Adjusted Degree of Freedom F-test for a Split-Plot Design with Missing Values,"
Journal of Modern Applied Statistical Methods:
1, Article 8.
Available at: http://digitalcommons.wayne.edu/jmasm/vol6/iss1/8