A Paradoxical Result in Estimating Regression Coefficients

作者:Tarpey Thaddeus*; Ogden R Todd; Petkova Eva; Christensen Ronald
来源:American Statistician, 2014, 68(4): 271-276.
DOI:10.1080/00031305.2014.940467

摘要

This article presents a counterintuitive result regarding the estimation of a regression slope coefficient. 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 article came from noting that the precision of slope estimators deteriorated when pooling baseline predictors across treatment groups.

  • 出版日期2014-10-2