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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Published in | Advances in applied mathematics Vol. 40; no. 2; pp. 180 - 193 |
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Main Author | |
Format | Journal Article |
Language | English |
Published |
San Diego, CA
Elsevier Inc
01.02.2008
Elsevier |
Subjects | |
Online Access | Get full text |
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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. |
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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 |