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A Paradoxical Result in Estimating Regression Coefficients

Author

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  • Thaddeus Tarpey
  • R. Todd Ogden
  • Eva Petkova
  • Ronald Christensen

Abstract

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.

Suggested Citation

  • Thaddeus Tarpey & R. Todd Ogden & Eva Petkova & Ronald Christensen, 2014. "A Paradoxical Result in Estimating Regression Coefficients," The American Statistician, Taylor & Francis Journals, vol. 68(4), pages 271-276, November.
    • Handle: RePEc:taf:amstat:v:68:y:2014:i:4:p:271-276
    DOI: 10.1080/00031305.2014.940467
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    Cited by:

    1. Nicholas T. Longford, 2015. "Equating Without an Anchor for Nonequivalent Groups of Examinees," Journal of Educational and Behavioral Statistics, , vol. 40(3), pages 227-253, June.

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