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Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance

Liang Jiang, Oliver B. Linton, Haihan Tang, Yichong Zhang

arXiv 31 Jan 2022 · Econometrics · publishedThe Review of Economics and Statistics (2024) · 5 citations (OpenAlex)

arXiv:2201.13004 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We investigate how to improve efficiency using regression adjustments with covariates in covariate-adaptive randomizations (CARs) with imperfect subject compliance. Our regression-adjusted estimators, which are based on the doubly robust moment for local average treatment effects, are consistent and asymptotically normal even with heterogeneous probability of assignment and misspecified regression adjustments. We propose an optimal but potentially misspecified linear adjustment and its further improvement via a nonlinear adjustment, both of which lead to more efficient estimators than the one without adjustments. We also provide conditions for nonparametric and regularized adjustments to achieve the semiparametric efficiency bound under CARs.

Citation extraction

68
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146
in-text mentions
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distinct cited
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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
1Bugni, F. A. and M. Gao (2021) Inference under covariate-adaptive randomization with imperfect compliance1.000114100%
2Frölich, M (2007) Nonparametric iv estimation of local average treatment effects with covariates0.9416483%
3Bugni, F. A., I. A. Canay, and A. M. Shaikh (2018) Inference under covariate-adaptive randomization0.9416383%
4Dupas, P., D. Karlan, J. Robinson, and D. Ubfal (2018) Banking the unbanked? evidence from three countries0.87492100%
5Armstrong, T. B (2022) Asymptotic efficiency bounds for a class of experimental designs0.8746367%
6Ansel, J., H. Hong, and J. Li (2018) Ols and 2sls in randomised and conditionally randomized experiments0.86723765%
7Belloni, A., V. Chernozhukov, I. Fernández-Val, and C. Hansen (2017) Program evaluation with high-dimensional data0.7946450%
8Bugni, F. A., I. A. Canay, and A. M. Shaikh (2019) Inference under covariate-adaptive randomization with multiple treatments0.64422100%
9Zhang, Y. and X. Zheng (2020) Quantile treatment effects and bootstrap inference under covariate-adaptive randomization self0.64422100%
10Hirano, K., G. W. Imbens, and G. Ridder (2003) Efficient estimation of average treatment effects using the estimated propensity score0.5853333%

Showing the top 10 of 68 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1On the Efficiency of Highly Stratified Experiments0.73733
2Beyond the Average: Distributional Causal Inference under Imperfect Compliance0.64422
3Adjustments with Many Regressors under Covariate-Adaptive Randomizations0.51121
4Inference for Two-stage Experiments under Covariate-Adaptive Randomization0.40511
5Inference in Experiments with Matched Pairs and Imperfect Compliance0.40511
6Identification and Inference on Treatment Effects under Covariate-Adaptive Randomization and Imperfect Compliance0.40511
7Inference for Cluster Randomized Experiments with Non-ignorable Cluster Sizes0.00011
8Covariate Adjustment in Stratified Experiments0.00011