On regression adjustments in experiments with several treatments
Applications
2008-12-18 v1
Abstract
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.
Cite
@article{arxiv.0803.3757,
title = {On regression adjustments in experiments with several treatments},
author = {David A. Freedman},
journal= {arXiv preprint arXiv:0803.3757},
year = {2008}
}
Comments
Published in at http://dx.doi.org/10.1214/07-AOAS143 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org)