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Sampling-based vs. Design-based Uncertainty in Regression Analysis

Alberto Abadie, Susan Athey, Guido W. Imbens, Jeffrey M. Wooldridge

arXiv 6 Jun 2017 · Mathematics — Statistics Theory · 11 citations (OpenAlex)

arXiv:1706.01778 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Consider a researcher estimating the parameters of a regression function based on data for all 50 states in the United States or on data for all visits to a website. What is the interpretation of the estimated parameters and the standard errors? In practice, researchers typically assume that the sample is randomly drawn from a large population of interest and report standard errors that are designed to capture sampling variation. This is common even in applications where it is difficult to articulate what that population of interest is, and how it differs from the sample. In this article, we explore an alternative approach to inference, which is partly design-based. In a design-based setting, the values of some of the regressors can be manipulated, perhaps through a policy intervention. Design-based uncertainty emanates from lack of knowledge about the values that the regression outcome would have taken under alternative interventions. We derive standard errors that account for design-based uncertainty instead of, or in addition to, sampling-based uncertainty. We show that our standard errors in general are smaller than the usual infinite-population sampling-based standard errors and provide conditions under which they coincide.

Citation extraction

41
references
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in-text mentions
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distinct cited
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main-text words

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Neyman, J. (1923/ (1923) On the application of probability theory to agricultural experiments. essay on principles. section 91.00093100%
2Manski, C. F. and J. V. Pepper (2018) How do right-to-carry laws affect crime rates? coping with ambiguity using bounded-variation assumptions0.92843100%
3Imbens, G. W. and D. B. Rubin (2015) Causal Inference in Statistics, Social, and Biomedical Sciences self0.87452100%
4Deaton, A (2010) Instruments, randomization, and learning about development0.81142100%
5Manski, C. F (2013) Public policy in an uncertain world: analysis and decisions0.81142100%
6Shadish, W. R., T. D. Cook, and D. T. Campbell (2002) Experimental and quasi-experimental designs for generalized causal inference0.81142100%
7Abadie, A., S. Athey, G. W. Imbens, and J. M. Wooldridge (2014) Finite population causal standard errors self0.64422100%
8Keels, M., G. J. Duncan, S. DeLuca, R. Mendenhall, and J. Rosenbaum (2005) Fifteen years later: Can residential mobility programs provide a long-term escape from neighborhood segregation, crime, and pove…0.64422100%
9Muralidharan, K. and P. Niehaus (2017) Experimentation at scale0.64422100%
10Freedman, D (2008) On regression adjustmens to experimental data0.58531100%

Showing the top 10 of 41 scored citations.

Cited by, within the corpus

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Citing paperIntensityMentionsSections
1Design-based Analysis in Difference-In-Differences Settings with Staggered Adoption0.64422
2Experimental Design under Network Interference0.51121
3Fixed-Population Causal Inference for Models of Equilibrium0.51121
4Quasi-Experimental Shift-Share Research Designs0.40511
5Causal Inference Under Approximate Neighborhood Interference0.40511
6Causal Inference for Spatial Treatments0.40511
7Cluster-Robust Inference: A Guide to Empirical Practice0.40511
8A Robust Permutation Test for Subvector Inference in Linear Regressions0.40511
9Transfer Estimates for Causal Effects across Heterogeneous Sites0.40511
10Design-Based Inference under Random Potential Outcomes0.40511