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

DOI10.1214/09-STS294zbMATH Open1328.62490arXiv1001.3011MaRDI QIDQ903280FDOQ903280

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)

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.

Full work available at URL: https://arxiv.org/abs/1001.3011

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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)

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Cited In (5)

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

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