Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/36579 
Full metadata record
DC FieldValueLanguage
dc.contributor.authorSailer, Oliveren
dc.date.accessioned2009-05-27-
dc.date.accessioned2010-07-15T10:07:41Z-
dc.date.available2010-07-15T10:07:41Z-
dc.date.issued2009-
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
dc.language.isoengen
dc.publisher|aTechnische Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen |cDortmunden
dc.relation.ispartofseries|aTechnical Report |x2009,01en
dc.subject.ddc519en
dc.subject.keywordbiasen
dc.subject.keywordcorrelated errorsen
dc.subject.keywordcrossover designsen
dc.subject.keywordfixed effects modelen
dc.subject.keywordupper limiten
dc.subject.keywordvariance estimationen
dc.titleAn exact upper limit for the variance bias in the carry-over model with correlated errors-
dc.typeWorking Paperen
dc.identifier.ppn600485838en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:sfb475:200901en

Files in This Item:
File
Size
201.18 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.