arXiv 19 Sep 2021 · Statistics — Methodology · 1 citations (OpenAlex)
arXiv:2109.09220 · PDF · DOI · OpenAlex · Extracted main text
This paper provides a design-based framework for variance (bound) estimation in experimental analysis. Results are applicable to virtually any combination of experimental design, linear estimator (e.g., difference-in-means, OLS, WLS) and variance bound, allowing for unified treatment and a basis for systematic study and comparison of designs using matrix spectral analysis. A proposed variance estimator reproduces Eicker-Huber-White (aka. "robust", "heteroskedastic consistent", "sandwich", "White", "Huber-White", "HC", etc.) standard errors and "cluster-robust" standard errors as special cases. While past work has shown algebraic equivalences between design-based and the so-called "robust" standard errors under some designs, this paper motivates them for a wide array of design-estimator-bound triplets. In so doing, it provides a clearer and more general motivation for variance estimators.
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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.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Holland, P.W (1986) Statistics and Causal Inference | 0.644 | 2 | 2 | 100% |
| Aronow and Samii | unmatched citation key Aronow and Samii | 0.511 | 2 | 1 | 100% |
| Freedman | unmatched citation key Freedman | 0.511 | 2 | 1 | 100% |
| Middleton | unmatched citation key Middleton | 0.511 | 2 | 1 | 100% |
| Arceneaux and Nickerson | unmatched citation key Arceneaux and Nickerson | 0.405 | 1 | 1 | 100% |
| Aronow and Middleton | unmatched citation key Aronow and Middleton | 0.405 | 1 | 1 | 100% |
| Athey and Imbens | unmatched citation key Athey and Imbens | 0.405 | 1 | 1 | 100% |
| Basse and Feller | unmatched citation key Basse and Feller | 0.405 | 1 | 1 | 100% |
| Bloniarz et al. | unmatched citation key Bloniarz et al. | 0.405 | 1 | 1 | 100% |
| Campbell and Meyer | unmatched citation key Campbell and Meyer | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 35 scored citations. 9 of these could not be matched to a bibliography entry, so only the citation key is shown.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Design-based Estimation Theory for Complex Experiments | 0.874 | 11 | 2 |