ANALYSIS OF COVARIANCE;
ANALYSIS OF VARIANCE;
COLLAPSIBILITY;
CONDITIONAL GAUSSIAN DISTRIBUTION;
REGRESSION;
YULE-SIMPSON PARADOX;
D O I:
暂无
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
A measure of association in linear models is strongly collapsible over a discrete background variable if it remains unchanged no matter how the background variable is partially pooled and if it also coincides with the corresponding marginal measure of association. Strong collapsibility implies that the measure of association can be studied no matter how the background variable is categorized and no matter whether or not it is recorded. In this paper, necessary and sufficient conditions are given for strong collapsibility of the measure of association in linear models.