RE: BOV

From: "Kowalski, Ken" Ken.Kowalski@pfizer.com Subject: RE: [NMusers] BOV Date: Fri, September 24, 2004 7:57 am Nick, Anytime there is model misspecification of the variance structure one will have biased estimates...but it may be small (i.e., little impact). Moreover, the operative word in my statement is "often" it will have little impact. I did not say "always". The point to be made from Mats and Lewis' paper is that we should not simply ignore BOV as it can bias the estimates. However, on the basis of simulations from two real examples I would not conclude that we must "always" incorporate BOV estimation. I'm sure there are a host of factors (e.g., design, model, sources of BOV, relative magnitude of BOV to BSV, etc.) that will influence the extent to which BOV estimation is important to get accurate fixed effects estimates. Moreover, you are taking my statement a little bit out of context as I go on to say that I like to fit the fullest variance structure that can be supported by the data...this would include estimating the BOVj (now that I know they're estimable). Furthermore, my comments were made in response to Diane's question regarding whether contraining BOVj=BOV has a great impact on theta estimates not whether or not we can ignore BOV altogether. Ken