On regression adjustments to experimental data

Regression adjustments are often made to experimental data. Since randomization does not justify the models, almost anything can happen. Here, we evaluate results using Neyman's non-parametric model, where each subject has two potential responses, one if treated and the other if untreated. Only...

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Bibliographic Details
Published inAdvances in applied mathematics Vol. 40; no. 2; pp. 180 - 193
Main Author Freedman, David A.
Format Journal Article
LanguageEnglish
Published San Diego, CA Elsevier Inc 01.02.2008
Elsevier
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Summary:Regression adjustments are often made to experimental data. Since randomization does not justify the models, almost anything can happen. Here, we evaluate results using Neyman's non-parametric model, where each subject has two potential responses, one if treated and the other if untreated. Only one of the two responses is observed. Regression estimates are generally biased, but the bias is small with large samples. Adjustment may improve precision, or make precision worse; standard errors computed according to usual procedures may overstate the precision, or understate, by quite large factors. Asymptotic expansions make these ideas more precise.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:0196-8858
1090-2074
DOI:10.1016/j.aam.2006.12.003