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Experimentation on heterogeneous experimental units

Author

Listed:
  • Weerahandi, Samaradasa
  • Koschat, Martin A.

Abstract

A frequent but often conveniently ignored problem in experimentation involving longitudinal and cross-sectional data is heterogeneity in variances across experimental units. Under such conditions conventional and popular OLS methods often perform poorly, producing biased results. Motivated by a practical problem from marketing consumer magazines at retail, we model the variance structure in this problem context in a manner that provides a simple solution to the estimation and inference problem. The proposed approach readily generalizes beyond the applications used in our illustrations.

Suggested Citation

  • Weerahandi, Samaradasa & Koschat, Martin A., 2007. "Experimentation on heterogeneous experimental units," Statistics & Probability Letters, Elsevier, vol. 77(11), pages 1077-1083, June.
    • Handle: RePEc:eee:stapro:v:77:y:2007:i:11:p:1077-1083
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    References listed on IDEAS

    as
    1. Martin A. Koschat & Glorian L. Berk & Jeffrey A. Blatt & Nancy M. Kunz & Michael H. LePore & Sam Blyakher, 2003. "Newsvendors Tackle the Newsvendor Problem," Interfaces, INFORMS, vol. 33(3), pages 72-84, June.
    2. Koschat, Martin A & Weerahandi, Samaradasa, 1992. "Chow-Type Tests under Heteroscedasticity," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(2), pages 221-228, April.
    3. Martin A. Koschat & Darius J. Sabavala, 1994. "The Effects of Television Advertising on Local Telephone Usage: Exploratory Data Analysis and Response Modeling," Marketing Science, INFORMS, vol. 13(4), pages 374-391.
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