Nonparametric analysis of covariance for comparing change in randomized studies with baseline values subject to error

Change from baseline to a follow-up examination can be compared among two or more randomly assigned treatment groups by using analysis of variance on the change scores. However, a generally more sensitive (powerful) test can be performed using analysis of covariance (ANOVA) on the follow-up data with the baseline data as a covariate. This approach is not without potential problems, though. The assumption of ordinary ANCOVA of normally distributed errors is speculative for many variables employed in biomedical research. Furthermore, the baseline values are inevitably random variables and often are measured with error. This report investigates, in this situation, the validity and relative power of the ordinary ANCOVA test and two asymptotically distribution-free alternative tests, one based on the rank transformation and the other based on the normal scores transformation. The procedures are illustrated with data from a clinical trial. Normal and several nonnormal distributions, as well as varying degree of variable error, are studied by Monte Carlo methods. The normal scores test is generally recommended for statistical practice.