Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/36579
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dc.contributor.authorSailer, Oliveren_US
dc.date.accessioned2009-05-27en_US
dc.date.accessioned2010-07-15T10:07:41Z-
dc.date.available2010-07-15T10:07:41Z-
dc.date.issued2009en_US
dc.identifier.urihttp://hdl.handle.net/10419/36579-
dc.description.abstractThe analysis of crossover designs assuming i.i.d. errors leads to biased variance estimates whenever the true covariance structure is not spherical. As a result, the OLS F-Test for treatment differences is not valid. Bellavance et al. (Biometrics 52:607-612, 1996) use simulations to show that a modified F-Test based on an estimate of the within subjects covariance matrix allows for nearly unbiased tests. Kunert and Utzig (JRSS B 55:919-927, 1993) propose an alternative test that does not need an estimate of the covariance matrix. However, for designs with more than three observations per subject Kunert and Utzig (1993) only give a rough upper bound for the worst-case variance bias. This may lead to overly conservative tests. In this paper we derive an exact upper limit for the variance bias due to carry-over for an arbitrary number of observations per subject. The result holds for a certain class of highly efficient carry-over balanced designs.en_US
dc.language.isoengen_US
dc.publisher|aUniv., SFB 475|cDortmunden_US
dc.relation.ispartofseries|aTechnical Report // Sonderforschungsbereich 475, Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund|x2009,01en_US
dc.subject.ddc310en_US
dc.subject.keywordbiasen_US
dc.subject.keywordcorrelated errorsen_US
dc.subject.keywordcrossover designsen_US
dc.subject.keywordfixed effects modelen_US
dc.subject.keywordupper limiten_US
dc.subject.keywordvariance estimationen_US
dc.titleAn exact upper limit for the variance bias in the carry-over model with correlated errorsen_US
dc.type|aWorking Paperen_US
dc.identifier.ppn600485838en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:sfb475:200901-

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