估计回归系数的一个矛盾结果。

IF 1.8 4区数学 Q1 STATISTICS & PROBABILITY

American Statistician Pub Date : 2014-10-01 DOI:10.1080/00031305.2014.940467

Thaddeus Tarpey, R Todd Ogden, Eva Petkova, Ronald Christensen

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引用次数: 14

摘要

本文给出了关于回归斜率系数估计的一个反直觉的结果。矛盾的是，当使用附加信息来估计其值时，斜率估计器的精度会下降。在随机实验中，由于随机化，基线变量的分布在不同治疗中应该是相同的。本文的动机来自于注意到当在治疗组中汇集基线预测因子时，斜率估计器的精度会下降。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

A Paradoxical Result in Estimating Regression Coefficients.

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A Paradoxical Result in Estimating Regression Coefficients.

This paper presents a counterintuitive result regarding the estimation of a regression slope co-efficient. Paradoxically, the precision of the slope estimator can deteriorate when additional information is used to estimate its value. In a randomized experiment, the distribution of baseline variables should be identical across treatments due to randomization. The motivation for this paper came from noting that the precision of slope estimators deteriorated when pooling baseline predictors across treatment groups.

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来源期刊

American Statistician 数学-统计学与概率论

CiteScore

3.50

自引率

5.60%

发文量

审稿时长

>12 weeks

期刊介绍： Are you looking for general-interest articles about current national and international statistical problems and programs; interesting and fun articles of a general nature about statistics and its applications; or the teaching of statistics? Then you are looking for The American Statistician (TAS), published quarterly by the American Statistical Association. TAS contains timely articles organized into the following sections: Statistical Practice, General, Teacher''s Corner, History Corner, Interdisciplinary, Statistical Computing and Graphics, Reviews of Books and Teaching Materials, and Letters to the Editor.