An exact upper limit for the variance bias in the carry-over model with correlated errors
dc.contributor.author | Sailer, Oliver | |
dc.date.accessioned | 2009-04-30T10:31:47Z | |
dc.date.available | 2009-04-30T10:31:47Z | |
dc.date.issued | 2009-04-30T10:31:47Z | |
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.identifier.uri | http://hdl.handle.net/2003/26093 | |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-402 | |
dc.language.iso | en | de |
dc.subject | bias | en |
dc.subject | correlated errors | en |
dc.subject | crossover designs | en |
dc.subject | fixed effects model | en |
dc.subject | upper limit | en |
dc.subject | variance estimation | en |
dc.subject.ddc | 004 | |
dc.title | An exact upper limit for the variance bias in the carry-over model with correlated errors | en |
dc.type | Text | de |
dc.type.publicationtype | report | en |
dcterms.accessRights | open access |