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Adjustment with Many Regressors Under Covariate-Adaptive Randomizations

Liang Jiang, Liyao Li, Ke Miao, Yichong Zhang

arXiv 17 Apr 2023 · Econometrics · publishedJournal of Econometrics (2025)

arXiv:2304.08184 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Our paper discovers a new trade-off of using regression adjustments (RAs) in causal inference under covariate-adaptive randomizations (CARs). On one hand, RAs can improve the efficiency of causal estimators by incorporating information from covariates that are not used in the randomization. On the other hand, RAs can degrade estimation efficiency due to their estimation errors, which are not asymptotically negligible when the number of regressors is of the same order as the sample size. Ignoring the estimation errors of RAs may result in serious over-rejection of causal inference under the null hypothesis. To address the issue, we construct a new ATE estimator by optimally linearly combining the estimators with and without RAs. We then develop a unified inference theory for this estimator under CARs. It has two features: (1) the Wald test based on it achieves the exact asymptotic size under the null hypothesis, regardless of whether the number of covariates is fixed or diverges no faster than the sample size; and (2) it guarantees weak efficiency improvement over estimators both with and without RAs.

Citation extraction

59
references
158
in-text mentions
59
distinct cited
3
self-citations
14,823
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
1Cattaneo, M. D., M. Jansson, and W. K. Newey (2018) Inference in linear regression models with many covariates and heteroscedasticity1.000114100%
2Ye, T., Y. Yi, and J. Shao (2022) Inference on the average treatment effect under minimization and other covariate-adaptive randomization methods1.000114100%
3Bugni, F. A., I. A. Canay, and A. M. Shaikh (2019) Inference under covariate-adaptive randomization with multiple treatments1.00085100%
4Chiang, H. D., Y. Matsushita, and T. Otsu (2023) Regression adjustment in randomized controlled trials with many covariates1.00084100%
5Lei, L. and P. Ding (2021) Regression adjustment in completely randomized experiments with a diverging number of covariates1.00084100%
6Kline, P., R. Saggio, and M. Slvsten (2020) Leave-out estimation of variance components1.00053100%
7Jochmans, K (2022) Heteroscedasticity-robust inference in linear regression models with many covariates0.9507486%
8Liu, H., F. Tu, and W. Ma (2023) Lasso-adjusted treatment effect estimation under covariate-adaptive randomization0.92843100%
9Lu, X., F. Yang, and Y. Wang (2024) Debiased regression adjustment in completely randomized experiments with moderately high-dimensional covariates0.87482100%
10Chong, A., I. Cohen, E. Field, E. Nakasone, and M. Torero (2016) Iron deficiency and schooling attainment in Peru0.87462100%

Showing the top 10 of 59 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
1Covariate Adjustment in Randomized Experiments Motivated by Higher-Order Influence Functions0.87462
2Assumption-lean covariate adjustment under covariate adaptive randomization when $p = o (n)$0.73732
3An Improved Inference for IV Regressions0.40511