On regression adjustments in experiments with several treatments

Abstract

Regression adjustments are often made to experimental data. Since randomization does not justify the models, bias is likely; nor are the usual variance calculations to be trusted. Here, we evaluate regression adjustments using Neyman's nonparametric model. Previous results are generalized, and more intuitive proofs are given. A bias term is isolated, and conditions are given for unbiased estimation in finite samples. © Institute of Mathematical Statistics.