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Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
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dc.contributor.author | Sailer, Oliver | en |
dc.date.accessioned | 2009-05-27 | - |
dc.date.accessioned | 2010-07-15T10:07:41Z | - |
dc.date.available | 2010-07-15T10:07:41Z | - |
dc.date.issued | 2009 | - |
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 |
dc.language.iso | eng | en |
dc.publisher | |aTechnische Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen |cDortmund | en |
dc.relation.ispartofseries | |aTechnical Report |x2009,01 | en |
dc.subject.ddc | 519 | en |
dc.subject.keyword | bias | en |
dc.subject.keyword | correlated errors | en |
dc.subject.keyword | crossover designs | en |
dc.subject.keyword | fixed effects model | en |
dc.subject.keyword | upper limit | en |
dc.subject.keyword | variance estimation | en |
dc.title | An exact upper limit for the variance bias in the carry-over model with correlated errors | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 600485838 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:sfb475:200901 | en |
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