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Impact Evaluation Using Analysis of Covariance With Error-Prone Covariates That Violate Surrogacy
J R Lockwood1, Daniel F McCaffrey1
1Educational Testing Service, Princeton, NJ, USA.
Measurement error in analysis of covariance (ANCOVA) can bias results. This study explores bias in ANCOVA using errors-in-variables (EIV) regression, finding EIV may reduce bias compared to ordinary least squares (OLS) when covariate data is limited.
Area of Science:
- Statistical modeling
- Observational study analysis
Background:
- Analysis of covariance (ANCOVA) is frequently used to control for confounders in intervention studies.
- Measurement error in covariates within ANCOVA can yield inconsistent intervention effect estimates.
- Errors-in-variables (EIV) regression can correct for measurement error but relies on potentially violated surrogacy assumptions.
Purpose of the Study:
- Derive asymptotic results for ANCOVA with EIV regression under relaxed surrogacy assumptions.
- Investigate potential bias in ANCOVA when ignoring measurement error (OLS) or misapplying EIV regression.
Main Methods:
- Developed asymptotic theory for ANCOVA with error-prone covariates, accommodating various error scenarios.
- Applied derived results to a case study on estimating teacher effects using longitudinal data.
- Compared ANCOVA model specifications, including OLS and EIV regression.
Main Results:
- Derived general asymptotic results for ANCOVA with error-prone covariates.
- Demonstrated application in a real-world educational data analysis.
- Found that EIV regression may offer reduced bias compared to OLS regression, particularly when prior achievement data is limited.
Conclusions:
- The derived asymptotic results provide a framework for analyzing ANCOVA with measurement error under broader conditions.
- EIV regression shows potential for mitigating bias in intervention effect estimation when covariate measurement error is present.
- Careful consideration of model specification is crucial for accurate estimation in observational studies with error-prone covariates.
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