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Simple Standard Errors for Complicated (Quasi-)Experimental Designs

Sylvia Klosin, Jonathan Roth

arXiv 8 Oct 2026 · Econometrics

arXiv:2610.12674 · PDF · Extracted main text

Abstract

We develop standard errors for estimates of causal effects in settings where the distribution of treatment exposures is known but potentially exhibits complicated dependence patterns across units. Such dependence arises, for example, in settings with spillovers/interference across units or when the treatment assignment is spatially correlated. Our variance estimator generalizes several properties of the Neyman variance estimator for completely randomized experiments to general designs: it is unbiased for an upper bound on the variance from the design-based perspective; the conservativeness of this upper bound depends on the heterogeneity of treatment effects; and it is also valid under certain forms of super-population sampling of the potential outcomes. Our estimator reduces to standard approaches in simple designs, such as the Neyman variance estimator in completely randomized experiments and the cluster-robust variance estimator in cluster-randomized experiments. We show that the proposed estimator is admissible among the class of quadratic-form variance estimators, and derive asymptotic conditions under which it is consistent for an upper bound on the asymptotic variance of the treatment effect estimator. In simulations and applications based on two empirical studies, one with peer effects and another with a spatially correlated treatment, we find that the proposed variance estimator performs well, and in some cases yields standard errors that are 2-3 times shorter than those of existing alternatives.

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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
1Paluck, Elizabeth Levy and Shepherd, Hana and Aronow, Peter M (2016) Changing climates of conflict: A social network experiment in 56 schools1.000163100%
2Harshaw, Christopher and Middleton, Joel and Sävje, Fredrik (2026) Optimized Variance Estimation under Interference and Complex Experimental Designs0.99346698%
3Aronow, Peter M. and Samii, Cyrus (2017) Estimating Average Causal Effects Under General Interference, with Application to a Social Network Experiment0.97413592%
4Conley, Timothy G (1999) GMM estimation with cross sectional dependence0.9285480%
5Leung, Michael P (2022) Causal Inference Under Approximate Neighborhood Interference0.87452100%
6Wang, Ye and Samii, Cyrus and Chang, Haoge and Aronow, P. M (2025) Design-based inference for spatial experiments under unknown interference0.83817659%
7Pollmann, Michael (2026) Causal Inference for Spatial Treatments0.82516556%
8Delevoye, Angèle and Sävje, Fredrik (2020) Consistency of the Horvitz–Thompson estimator under general sampling and experimental designs0.64422100%
9Horvitz, D. G. and Thompson, D. J (1952) A Generalization of Sampling Without Replacement From a Finite Universe0.64422100%
10Sävje, Fredrik and Aronow, Peter M. and Hudgens, Michael G (2021) Average treatment effects in the presence of unknown interference0.64422100%

Showing the top 10 of 35 scored citations.