2-stage parallel: variance(s) [General Sta­tis­tics]

posted by ElMaestro  – Denmark, 2013-02-16 15:26 (4870 d 14:00 ago) – Posting: # 10041
Views: 2,362

Hi all,

am at a crossroads here:
A 2-stage parallel study could be based on the normal linear model
ln(y)=Ti+Sj+e

where Ti is the fixed treatment effect for the i'th treatment (simplest form just two levels) and Sj is the fixed stage effect for the j'th stage (two levels).
If we fit this model then we will not have the opportunity to assume unequal variances between treatments.

I am thinking we could perhaps work with a model like
ln(y)=Ti+Sj+ei

where the errors are specific to the i'th treament, that is:
e1~N(0, s1)
e2~N(0, s2)
We could still calculate sums of squares etc.

I have no idea if this makes sense, and if it does, then I have no idea how to fit it. I assume this would hafta go via a mixed model with the two sigmas squared on the diagonal. Someone please slap me with a baseball bat.

So... in light of the possible regulatory preference for unequal variances between treatments and the limitations of the normal linear model, what would be your choice?

Also, for a normal linear model approach I don't think I will consider the stage x treatment interaction, although it does grab a degree of freedom and reduces the residual. Any one having hot feelings for this interaction?

Many thanks for all ideas you may have.

Pass or fail!
ElMaestro

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