Robustness of ANCOVA in randomized trials with unequal randomization
Jonathan W. Bartlett
Biometrics, 2020, vol. 76, issue 3, 1036-1038
Abstract:
Randomized trials with continuous outcomes are often analyzed using analysis of covariance (ANCOVA), with adjustment for prognostic baseline covariates. The ANCOVA estimator of the treatment effect is consistent under arbitrary model misspecification. In an article recently published in the journal, Wang et al proved the model‐based variance estimator for the treatment effect is also consistent under outcome model misspecification, assuming the probability of randomization to each treatment is 1/2. In this reader reaction, we derive explicit expressions which show that when randomization is unequal, the model‐based variance estimator can be biased upwards or downwards. In contrast, robust sandwich variance estimators can provide asymptotically valid inferences under arbitrary misspecification, even when randomization probabilities are not equal.
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:bla:biomet:v:76:y:2020:i:3:p:1036-1038
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