The Annals of Applied Statistics
- Ann. Appl. Stat.
- Volume 2, Number 1 (2008), 176-196.
On regression adjustments in experiments with several treatments
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.
Ann. Appl. Stat. Volume 2, Number 1 (2008), 176-196.
First available in Project Euclid: 24 March 2008
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Freedman, David A. On regression adjustments in experiments with several treatments. Ann. Appl. Stat. 2 (2008), no. 1, 176--196. doi:10.1214/07-AOAS143. http://projecteuclid.org/euclid.aoas/1206367817.