TRT|RTR rulez? Really? No. [RSABE / ABEL]

posted by d_labes  – Berlin, Germany, 2013-08-14 15:34 (4291 d 03:59 ago) – Posting: # 11284
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Dear Öberster größter Meister,

❝ ❝ Read chapter 9.3 of Chow and Liu, especially 9.3.4 "Assessment of Intra-Subject Variabilities". And if you have, read it again.

❝ ...

❝ I don't really get all the points of C&L. If any :-D


Did you follow my advice? Read again? If yes, read again. If no, don't worry longer about that issue :-D.

❝ ❝ (...) there is no valid way to evaluate T versus R in case of heteroscedasticity. And this renders the advantage useless.


❝ Can you explain me why in words that are adapted to people with walnut-sized brains such as myself?


An initiated must speak in words that are not understandable by ordinary people, not to mention people with walnut-sized brains :cool:.
The key is hidden in Formulas 9.3.21 and 9.3.22 showing that the expected variances of the sequence groups TRT and RTR are not the same. Thus you can't pool them without the danger of too liberal or too conservative results after doing so. You had to use a method which accounts for this heteroscedasticity. AFAIK there is no in the context we discuss here, except eventually a real mixed model analysis.

Regards,

Detlew

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