Experimentation on heterogeneous experimental units
A frequent but often conveniently ignored problem in experimentation involving longitudinal and cross-sectional data is heterogeneity in variances across experimental units. Under such conditions conventional and popular OLS methods often perform poorly, producing biased results. Motivated by a practical problem from marketing consumer magazines at retail, we model the variance structure in this problem context in a manner that provides a simple solution to the estimation and inference problem. The proposed approach readily generalizes beyond the applications used in our illustrations.
Year of publication: |
2007
|
---|---|
Authors: | Weerahandi, Samaradasa ; Koschat, Martin A. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 77.2007, 11, p. 1077-1083
|
Publisher: |
Elsevier |
Keywords: | Heteroscedasticity Longitudinal data Weighted regression Price elasticity |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Chow-type tests under heteroscedasticity
Koschat, Martin A., (1992)
-
Exact Inference for Growth Curves with Intraclass Correlation Structure
Weerahandi, Samaradasa, (1999)
-
Generalized prediction intervals for BLUPs in mixed models
Gamage, Jinadasa, (2013)
- More ...