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Extended Rank Analysis of Covariance as a More Efficient Matched Analysis Considering Trend Information
Authors:Chu‐Chih Chen
Abstract:Classical matched analysis, regarded as analysis of covariance (ANOCOVA) in a broad sense, makes no attempt in modeling and may therefore be inefficient. In this paper, we discuss the relative efficiencies of the ERMP (extended rank and matched‐pair) test (Chen and Quade , 2000) to standard matched methods, and extend it to the case of multivariate covariables X . Taking advantage of trend information between the response Y and the covariables X by ranking after matching, ERMP test achieves better efficiency than a proposed class of weighted matched statistics. When Y is dichotomous, the optimal weighted matched statistic is equivalent to the Mantel‐Haenszel statistic. Example and simulation results also suggest the conclusion.
Keywords:Asymptotic relative efficiency  Caliper matching  Category matching  Concomitant  Mantel‐Haenszel statistic  Tolerance
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