A multivariate variance components model for analysis of covariance in designed experiments

DOI10.1214/09-STS294MaRDI QIDQ903280zbMATH OpenFDO

Authors James G. Booth, Martin T. Wells, Russell D. Wolfinger, Walter T. Federer

Publication date 5 January 2016

Published in Statistical Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1001.3011, https://projecteuclid.org/euclid.ss/1263478383

zbMATH Keywords

conditional modelorthogonal designadjusted meanblocking factorrandomized blocks design

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Analysis of variance and covariance (ANOVA) (62J10) Statistical block designs (62K10)

Abstract: Traditional methods for covariate adjustment of treatment means in designed experiments are inherently conditional on the observed covariate values. In order to develop a coherent general methodology for analysis of covariance, we propose a multivariate variance components model for the joint distribution of the response and covariates. It is shown that, if the design is orthogonal with respect to (random) blocking factors, then appropriate adjustments to treatment means can be made using the univariate variance components model obtained by conditioning on the observed covariate values. However, it is revealed that some widely used models are incorrectly specified, leading to biased estimates and incorrect standard errors. The approach clarifies some issues that have been the source of ongoing confusion in the statistics literature.

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• A note on the analysis of covariance: Efficiency of concomitant variables
• A Bayesian approach to analysis of covariance in balanced randomized block experiments
• A novel definition of the multivariate coefficient of variation
• PBIB-design of variance analysis: Its algebraic structure and application in multifactorial experiments with interactions

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