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Technische Universität Dortmund >
Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, Technische Universität Dortmund >
Technical Reports, SFB 475, TU Dortmund >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/36579
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Sailer, Oliver | | en_US |
| dc.date.accessioned | | 2009-05-27 | | en_US |
| dc.date.accessioned | | 2010-07-15T10:07:41Z | | - |
| dc.date.available | | 2010-07-15T10:07:41Z | | - |
| dc.date.issued | | 2009 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/36579 | | - |
| dc.description.abstract | | The 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.iso | | eng | | en_US |
| dc.publisher | | Univ., SFB 475 Dortmund | | en_US |
| dc.relation.ispartofseries | | Technical Report // Sonderforschungsbereich 475, Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 2009,01 | | en_US |
| dc.subject.ddc | | 310 | | en_US |
| dc.subject.keyword | | bias | | en_US |
| dc.subject.keyword | | correlated errors | | en_US |
| dc.subject.keyword | | crossover designs | | en_US |
| dc.subject.keyword | | fixed effects model | | en_US |
| dc.subject.keyword | | upper limit | | en_US |
| dc.subject.keyword | | variance estimation | | en_US |
| dc.title | | An exact upper limit for the variance bias in the carry-over model with correlated errors | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 600485838 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| dc.identifier.repec | | RePEc:zbw:sfb475:200901 | | - |
| Appears in Collections: | | Technical Reports, SFB 475, TU Dortmund
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