Related papers: Neyman Jackknife: Design-Based Variance Estimation…
I introduce a new method for bias correction of dyadic models with agent-specific fixed effects, including the dyadic link formation model with homophily and degree heterogeneity. The proposed approach uses a jackknife procedure to deal…
This paper proposes a flexible new framework for constructing Neyman-orthogonal scores in semiparametric models involving infinite-dimensional nuisance parameters. While locally estimation is vital for integrating machine learning into…
Jackknife instrumental variable estimation (JIVE) is a classic method to leverage many weak instrumental variables (IVs) to estimate linear structural models, overcoming the bias of standard methods like two-stage least squares. In this…
We develop a step-by-step guide to leniency (a.k.a. judge or examiner instrument) designs, drawing on recent econometric literatures. The unbiased jackknife instrumental variables estimator (UJIVE) is purpose-built for leveraging exogenous…
Deep learning models achieve high predictive accuracy across a broad spectrum of tasks, but rigorously quantifying their predictive uncertainty remains challenging. Usable estimates of predictive uncertainty should (1) cover the true…
This paper introduces the jackknife+, which is a novel method for constructing predictive confidence intervals. Whereas the jackknife outputs an interval centered at the predicted response of a test point, with the width of the interval…
The standard approach to causal modelling especially in social and health sciences is the potential outcomes framework due to Neyman and Rubin. In this framework, observations are thought to be drawn from a distribution over variables of…
We study the variability of predictions made by bagged learners and random forests, and show how to estimate standard errors for these methods. Our work builds on variance estimates for bagging proposed by Efron (1992, 2012) that are based…
We study inference on linear functionals in the nonparametric instrumental variable (NPIV) problem with a discretely-valued instrument under a many-weak-instruments asymptotic regime, where the number of instrument values grows with the…
This paper analyzes several different biases that emerge from the (possibly) low-precision nonparametric ingredient in a semiparametric model. We show that both the variance part and the bias part of the nonparametric ingredient can lead to…
Dyadic regression models are commonly analyzed under the conventional dyadic dependence paradigm, in which two observations may be dependent only if the corresponding dyads share a node. This paper studies inference when this paradigm…
For linear regression models with cross-section or panel data, it is natural to assume that the disturbances are clustered in two dimensions. However, the finite-sample properties of two-way cluster-robust tests and confidence intervals are…
The frequentist variability of Bayesian posterior expectations can provide meaningful measures of uncertainty even when models are misspecified. Classical methods to asymptotically approximate the frequentist covariance of Bayesian…
This paper develops a variance estimation framework for matching estimators that enables valid population inference for treatment effects. We provide theoretical analysis of a variance estimator that addresses key limitations in the…
Randomized experiments are the gold standard for causal inference. However, traditional assumptions, such as the Stable Unit Treatment Value Assumption (SUTVA), often fail in real-world settings where interference between units is present.…
Recurrent neural networks (RNNs) are instrumental in modelling sequential and time-series data. Yet, when using RNNs to inform decision-making, predictions by themselves are not sufficient; we also need estimates of predictive uncertainty.…
Adaptive designs dynamically update treatment probabilities using information accumulated during the experiment. Existing theory for causal inference from adaptive experiments primarily assumes the superpopulation framework with independent…
In the setting of multi-armed trials, adaptive designs are a popular way to increase estimation efficiency, identify optimal treatments, or maximize rewards to individuals. Recent work has considered the case of estimating the effects of K…
Generalized causal effect estimands, including the Mann-Whitney parameter and causal net benefit, provide flexible summaries of treatment effects in randomized experiments with non-Gaussian or multivariate outcomes. We develop a unified…
This paper studies causal inference in randomized experiments under network interference. Commonly used models of interference posit that treatments assigned to alters beyond a certain network distance from the ego have no effect on the…