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Analysis of Covariance in Randomized Experiments with Heterogeneity of Regression and a Random Covariate

The Variance of the Estimated Treatment Effect at Selected Covariate Values

Bibliographic Data

ID19290356
AuthorsLi Li (0000-0001-9700-9682, University of New Mexico), Christopher J McLouth (0000-0002-5434-9748, Department of Behavioral Science, University of Kentucky College of Medicine), Harold D Delaney (0000-0002-2794-0559, University of New Mexico, corresponding author)
Year2020
Volume55
Issue6
Pages926-940
Publication date2020-11-01
Open AccessNo
TypeARTICLE
VenueMultivariate Behavioral Research (JOURNAL)
Journal identifiersISSN: 0027-3171 • E-ISSN: 1532-7906
PublisherInforma UK Limited (PUBLISHER • GB)
DOI10.1080/00273171.2019.1693953
PMID31795755
OpenAlexW2994153641
LanguageEN
References cited20

Researchers detecting heterogeneity of regression in a treatment outcome study including a covariate and random assignment to groups often want to investigate the simple treatment effect at the sample grand mean of the covariate and at points one standard deviation above and below that mean. The estimated variances of the simple treatment effect that have traditionally been used in such tests were derived under the assumption that the covariate values were fixed constants. We derive results appropriate for a two-group experiment that instead presume the covariate is a normally distributed random variable. A simulation study is used to confirm the validity of the analytical results and to compare error estimates and confidence intervals based on these results with those based on assuming a fixed covariate. Discrepancies between estimates for fixed and random covariates of the variability of treatment effects can be substantial. However, in situations where the extent of heterogeneity of regression is like that typically reported, presuming the covariate is random rather than fixed will generally result in only a modest increase in estimated standard errors, and in some circumstances can even result in a smaller estimated standard error. We illustrate the new methods with an empirical data set

Analysis of covariance · Covariance · Covariate · Econometrics · Meta-analysis · Population · Random effects model · Regression analysis · Simple random sample · Standard deviation · Standard error · Statistics · Advanced Causal Inference Techniques · Mathematics · Statistical Methods and Inference · Statistical Methods in Clinical Trials

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Highly citedNo

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