Sharp bounds on the variance in randomized experiments
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Abstract: We propose a consistent estimator of sharp bounds on the variance of the difference-in-means estimator in completely randomized experiments. Generalizing Robins [Stat. Med. 7 (1988) 773-785], our results resolve a well-known identification problem in causal inference posed by Neyman [Statist. Sci. 5 (1990) 465-472. Reprint of the original 1923 paper]. A practical implication of our results is that the upper bound estimator facilitates the asymptotically narrowest conservative Wald-type confidence intervals, with applications in randomized controlled and clinical trials.
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Cited in
(24)- Bounding the variance in Monte Carlo experiments
- On the partial identification of a new causal measure for ordinal outcomes
- A paradox from randomization-based causal inference
- An apparent paradox explained
- Rejoinder: A paradox from randomization-based causal inference
- Design-based analysis in difference-in-differences settings with staggered adoption
- The directional optimal transport
- On equivalencies between design-based and regression-based variance estimators for randomized experiments
- Model‐free causal inference of binary experimental data
- Using standard tools from finite population sampling to improve causal inference for complex experiments
- Inference on a New Class of Sample Average Treatment Effects
- On finite-population Bayesian inferences for 2K factorial designs with binary outcomes
- Randomization Tests for Weak Null Hypotheses in Randomized Experiments
- Improved Neymanian analysis for 2K factorial designs with binary outcomes
- Randomization inference for cluster-randomized test-negative designs with application to dengue studies: unbiased estimation, partial compliance, and stepped-wedge design
- Design-Based Ratio Estimators and Central Limit Theorems for Clustered, Blocked RCTs
- Randomization-based Joint Central Limit Theorem and Efficient Covariate Adjustment in Randomized Block 2 K Factorial Experiments
- Is Fisher inference inferior to Neyman inference for policy analysis?
- Sharp variance estimator and causal bootstrap in stratified randomized experiments
- Randomization-based confidence sets for the local average treatment effect
- Regression adjustment in completely randomized experiments with many covariates
- Decomposing Treatment Effect Variation
- A causal bootstrap
- Sharp estimation in sup norm with random design
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