GUPEA >
School of Business, Economics and Law / Handelshögskolan >
Department of Economics / Institutionen för nationalekonomi med statistik >
Working papers >

ANCOVA power calculation in the presence of serial correlation and time shocks: A comment on Burlig et al. (2020)


Please use this identifier to cite or link to this item: http://hdl.handle.net/2077/65185

Files in This Item:

File Description SizeFormat
gupea_2077_65185_1.pdf573KbAdobe PDF
View/Open
gupea_2077_65185_3.pdfUppdaterad 29 juni574KbAdobe PDF
View/Open
Title: ANCOVA power calculation in the presence of serial correlation and time shocks: A comment on Burlig et al. (2020)
Authors: Ek, Claes
Issue Date: Jun-2020
Extent: 38
Publication type: report
Organization: Department of Economics, University of Gothenburg
Series/Report no.: Working Papers in Economics
788
Keywords: power calculation
randomized experiments
experimental design
panel data
ANCOVA
Abstract: Recent research by Burlig et al. (2020) has produced a useful formula for performing di erencein- di erences power calculation in the presence of serially correlated errors. A similar formula for the ANCOVA estimator is shown by the authors to yield incorrect power in real data where time shocks are present. This note demonstrates that the serial-correlation-robust ANCOVA formula is in fact correct under time shocks as well. The reason that errors arise in Burlig et al. (2020) is because ti... more
ISSN: 1403-2465
Description: JEL classi cation: C93, C23
URI: http://hdl.handle.net/2077/65185
Appears in Collections:Working papers

 

 

© Göteborgs universitet 2011