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I introduce a generic method for inference about a scalar parameter in research designs with a finite number of heterogeneous clusters where only a single cluster received treatment. This situation is commonplace in…

计量经济学 · 经济学 2020-10-09 Andreas Hagemann

This paper considers the problem of inference in cluster randomized experiments when cluster sizes are non-ignorable. Here, by a cluster randomized experiment, we mean one in which treatment is assigned at the cluster level. By…

计量经济学 · 经济学 2024-04-11 Federico Bugni , Ivan Canay , Azeem Shaikh , Max Tabord-Meehan

I introduce a general, Fisher-style randomization testing framework to conduct nearly exact inference about the lack of effect of a binary treatment in the presence of very few, large clusters when the treatment effect is identified across…

统计方法学 · 统计学 2019-04-26 Andreas Hagemann

Understanding treatment effect heterogeneity has become increasingly important in many fields. In this paper we study distributions and quantiles of individual treatment effects to provide a more comprehensive and robust understanding of…

统计方法学 · 统计学 2026-03-31 Zhe Chen , Xinran Li

Traditional statistical inference in cluster randomized trials typically invokes the asymptotic theory that requires the number of clusters to approach infinity. In this article, we propose an alternative conformal causal inference…

统计方法学 · 统计学 2024-10-03 Bingkai Wang , Fan Li , Mengxin Yu

We review approaches to statistical inference based on randomization. Permutation tests are treated as an important special case. Under a certain group invariance property, referred to as the ``randomization hypothesis,'' randomization…

计量经济学 · 经济学 2025-02-05 David M. Ritzwoller , Joseph P. Romano , Azeem M. Shaikh

I introduce a simple permutation procedure to test conventional (non-sharp) hypotheses about the effect of a binary treatment in the presence of a finite number of large, heterogeneous clusters when the treatment effect is identified by…

计量经济学 · 经济学 2023-02-08 Andreas Hagemann

In this paper I develop a wild bootstrap procedure for cluster-robust inference in linear quantile regression models. I show that the bootstrap leads to asymptotically valid inference on the entire quantile regression process in a setting…

统计理论 · 数学 2015-07-15 Andreas Hagemann

The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…

统计理论 · 数学 2018-04-12 Stanislav Volgushev , Shih-Kang Chao , Guang Cheng

This paper studies inference in cluster randomized trials where treatment status is determined according to a "matched pairs" design. Here, by a cluster randomized experiment, we mean one in which treatment is assigned at the level of the…

计量经济学 · 经济学 2025-08-14 Yuehao Bai , Jizhou Liu , Azeem M. Shaikh , Max Tabord-Meehan

This paper presents and analyzes an approach to cluster-based inference for dependent data. The primary setting considered here is with spatially indexed data in which the dependence structure of observed random variables is characterized…

统计理论 · 数学 2022-11-16 Jianfei Cao , Christian Hansen , Damian Kozbur , Lucciano Villacorta

Background: When planning a cluster randomized trial, evaluators often have access to an enumerated cohort representing the target population of clusters. Practicalities of conducting the trial, such as the need to oversample clusters with…

统计方法学 · 统计学 2024-09-19 Sarah E. Robertson , Jon A. Steingrimsson , Issa J. Dahabreh

We propose a method for conducting asymptotically valid inference for treatment effects in a multi-valued treatment framework where the number of units in the treatment arms can be small and do not grow with the sample size. We accomplish…

计量经济学 · 经济学 2021-05-25 Marina Dias , Demian Pouzo

We consider a linear mixed-effects model with a clustered structure, where the parameters are estimated using maximum likelihood (ML) based on possibly unbalanced data. Inference with this model is typically done based on asymptotic theory,…

统计理论 · 数学 2021-03-30 Chih-Hao Chang , Hsin-Cheng Huang , Ching-Kang Ing

This paper considers inference when there is a single treated cluster and a fixed number of control clusters, a setting that is common in empirical work, especially in difference-in-differences designs. We use the t-statistic and develop…

计量经济学 · 经济学 2025-11-11 Chun Pong Lau , Xinran Li

We consider the problem of analyzing the heterogeneity of clustering distributions for multiple groups of observed data, each of which is indexed by a covariate value, and inferring global clusters arising from observations aggregated over…

统计方法学 · 统计学 2012-12-06 XuanLong Nguyen

Quantile and quantile effect functions are important tools for descriptive and causal analyses due to their natural and intuitive interpretation. Existing inference methods for these functions do not apply to discrete random variables. This…

统计方法学 · 统计学 2018-09-03 Victor Chernozhukov , Iván Fernández-Val , Blaise Melly , Kaspar Wüthrich

Quantile regression is a method to estimate the quantiles of the conditional distribution of a response variable, and as such it permits a much more accurate portrayal of the relationship between the response variable and observed…

数据结构与算法 · 计算机科学 2014-01-08 Jiyan Yang , Xiangrui Meng , Michael W. Mahoney

Although complete randomization is widely regarded as the gold standard for causal inference, covariate imbalance can still arise by chance in finite samples. Rerandomization has emerged as an effective tool to improve covariate balance…

统计方法学 · 统计学 2026-01-21 Tingxuan Han , Yuhao Wang

Frequentists' inference often delivers point estimators associated with confidence intervals or sets for parameters of interest. Constructing the confidence intervals or sets requires understanding the sampling distributions of the point…

统计理论 · 数学 2016-10-18 Xinran Li , Peng Ding
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