On regression adjustments in experiments with several treatments

Details On regression adjustments in experiments with several treatments On regression adjustments in experiments with several treatments

2008-03-26

arxiv.org/abs/0803.3757v1

Annals of Applied Statistics 2008, Vol. 2, No. 1, 176-196

Statistics

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Published in at http://dx.doi.org/10.1214/07-AOAS143 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Ins

Scientific paper

10.1214/07-AOAS143

Regression adjustments are often made to experimental data. Since randomization does not justify the models, bias is likely; nor are the usual variance calculations to be trusted. Here, we evaluate regression adjustments using Neyman's nonparametric model. Previous results are generalized, and more intuitive proofs are given. A bias term is isolated, and conditions are given for unbiased estimation in finite samples.

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