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The Use of Covariance in Observational Studies

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  • W. G. Cochran

Abstract

When two groups of subjects are being compared, one group exposed to some presumed causal force and the other not, adjustment of the difference (ӯ1 – ӯ2) in mean responses by means of a regression on one or more x‐variables is sometimes employed in order to remove possible biases that arise when subjects are not assigned to groups at random. In such applications, Belson (1956) has suggested that the adjustments be made by means of the regression for the unexposed group only, whereas the routine user of the analysis of covariance employs the pooled regression coefficients from both groups. This note tries to clarify the situations in which Belson's proposal is preferable.

Suggested Citation

  • W. G. Cochran, 1969. "The Use of Covariance in Observational Studies," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 18(3), pages 270-275, November.
    • Handle: RePEc:bla:jorssc:v:18:y:1969:i:3:p:270-275
    DOI: 10.2307/2346587
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    Cited by:

    1. Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey M. Wooldridge, 2014. "Finite Population Causal Standard Errors," NBER Working Papers 20325, National Bureau of Economic Research, Inc.
    2. William M.K. Trochim & Joseph C. Cappelleri & Charles S. Reichardt, 1991. "Random Measurement Error Does Not Bias the Treatment Effect Estimate in the Regression-Discontinuity Design," Evaluation Review, , vol. 15(5), pages 571-604, October.

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