From: Statistical analysis of two arm randomized pre-post designs with one post-treatment measurement
Model | Estimator of treatment effect (τ) | Typea | True variance of treatment effect estimator | OLS model based variance estimator |
---|---|---|---|---|
ANOVA-Post | \( {\hat{\beta}}_{1, ols}^{(1)}={\overline{y}}_{.1{t}_1}-{\overline{y}}_{.0{t}_1} \) | U | \( \mathit{\operatorname{var}}\left({\hat{\beta}}_{1, ols}^{(1)}\right)=\frac{\sigma_1^2}{n_0}+\frac{\sigma_1^2}{n_1} \) | \( {\hat{\mathit{\operatorname{var}}}}_{ols}\left({\hat{\beta}}_{1, ols}^{(1)}\right)=\frac{{\hat{\sigma}}_1^2}{\sum_{j=0}^1{\sum}_{i=1}^{n_j}{\left({G}_{ij}-{G}_{..}\right)}^2} \) \( {\hat{\sigma}}_1^2=\frac{\sum_{j=0}^1{\sum}_{i=1}^{n_j}{\left({y}_{ij{t}_1}-{\hat{y}}_{ij{t}_1}\right)}^2}{\left({n}_0+{n}_1-2\right)} \) |
ANCOVA-Post I | \( {\hat{\beta}}_{1, ols}^{(2)}=\left({\overline{y}}_{.1{t}_1}-{\overline{y}}_{.0{t}_1}\right)-{\hat{\beta}}_{2, ols}^{(2)}\left({\overline{y}}_{.1{t}_0}-{\overline{y}}_{.0{t}_0}\right) \) | C | \( \mathit{\operatorname{var}}\left({\hat{\beta}}_{1, ols}^{(2)}|{Y}_{ij{t}_0}\right)=\left(\frac{1}{n_0}+\frac{1}{n_1}+\frac{{\left({\overline{y}}_{.1{t}_0}-{\overline{y}}_{.0{t}_0}\right)}^2}{\sum_{j=0}^1{\sum}_{i=1}^{n_j}{\left({y}_{ij{t}_0}-{\overline{y}}_{.j{t}_0}\right)}^2}\right){\sigma}_{\epsilon^{(2)}}^2 \), \( {\sigma}_{\epsilon^{(2)}}^2=\left(1-{\rho}^2\right){\sigma}_1^2 \) | \( {\hat{\mathit{\operatorname{var}}}}_{ols}\Big({\hat{\beta}}_{1, ols}^{(2)}\left|{Y}_{ij{t}_0}\right)=\left(\frac{1}{n_0}+\frac{1}{n_1}+\frac{{\left({\overline{y}}_{.1{t}_0}-{\overline{y}}_{.0{t}_0}\right)}^2}{\sum_{j=0}^1{\sum}_{i=1}^{n_j}{\left({y}_{ij{t}_0}-{\overline{y}}_{.j{t}_0}\right)}^2}\right){\hat{\sigma}}_{e_{ij}^{(2)}}^2 \), \( {\hat{\sigma}}_{e_{ij}^{(2)}}^2=\frac{\sum_{j=0}^1{\sum}_{i=1}^{n_j}{\left({y}_{ij{t}_1}-{\hat{y}}_{ij{t}_1}\right)}^2}{\left({n}_0+{n}_1-4\right)} \) |
U | \( \mathit{\operatorname{var}}\left({\hat{\beta}}_{1, ols}^{(2)}\right)=\left(\frac{1}{n_0}+\frac{1}{n_1}\right)\left(1-{\rho}^2\right){\sigma}_1^2 \) | |||
RM | \( {\hat{\gamma}}_{3,\kern0.5em gls}^{(3)}=\left({\overline{y}}_{.1{t}_1}-{\overline{y}}_{.1{t}_0}\right)-\left({\overline{y}}_{.0{t}_1}-{\overline{y}}_{.0{t}_0}\right) \) | U | \( \mathit{\operatorname{var}}\left({\hat{\gamma}}_{3,\kern0.5em gls}^{(3)}\right)=\left(\frac{1}{n_0}+\frac{1}{n_1}\right)\left({\sigma}_1^2+{\sigma}_0^2-2\rho {\sigma}_0{\sigma}_1\right) \) | |
cRM | \( {\hat{\gamma}}_{3,\kern0.5em gls}^{(4)}=\left({\overline{y}}_{.1{t}_1}-{\overline{y}}_{.0{t}_1}\right)-\frac{\rho {\sigma}_0{\sigma}_1}{\sigma_0^2}\left({\overline{y}}_{.1{t}_0}-{\overline{y}}_{.0{t}_0}\right) \) | U | \( \mathit{\operatorname{var}}\left({\hat{\gamma}}_{3, gls}^{(4)}\right)=\left(\frac{1}{n_0}+\frac{1}{n_1}\right)\left(1-{\rho}^2\right){\sigma}_1^2 \) | |
ANOVA-Change | \( {\hat{\beta}}_{1, ols}^{(5)}=\left({\overline{y}}_{.1{t}_1}-{\overline{y}}_{.1{t}_0}\right)-\left({\overline{y}}_{.0{t}_1}-{\overline{y}}_{.0{t}_0}\right) \) | U | \( \mathit{\operatorname{var}}\left({\hat{\beta}}_{1, ols}^{(5)}\right)=\left(\frac{1}{n_0}+\frac{1}{n_1}\right)\left({\sigma}_1^2+{\sigma}_0^2-2\rho {\sigma}_0{\sigma}_1\right) \) | \( {\hat{\mathit{\operatorname{var}}}}_{ols}\left({\hat{\beta}}_{1, ols}^{(5)}\right)=\frac{{\hat{\sigma}}_{\epsilon^{(5)}}^2}{\sum_{j=0}^1{\sum}_{i=1}^{n_j}{\left({G}_{ij}-{G}_{..}\right)}^2}, \) \( {\hat{\sigma}}_{\epsilon^{(5)}}^2=\frac{\sum_{j=0}^1{\sum}_{i=1}^{n_j}{\left({\Delta }_{ij}-{\hat{\Delta }}_{ij}^{(5)}\right)}^2}{\left({n}_0+{n}_1-2\right)} \) |