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Design-based Estimation Theory for Complex Experiments

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arxiv 2311.06891 v2 pith:VZR23ARW submitted 2023-11-12 econ.EM

Design-based Estimation Theory for Complex Experiments

classification econ.EM
keywords design-basedestimationestimatorsexperimentaltheoryasymptoticcomplexdesigns
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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This paper considers the estimation of treatment effects in randomized experiments with complex experimental designs, including cases with interference between units. We develop a design-based estimation theory for arbitrary experimental designs. Our theory facilitates the analysis of many design-estimator pairs that researchers commonly employ in practice and provide procedures to consistently estimate asymptotic variance bounds. We propose new classes of estimators with favorable asymptotic properties from a design-based point of view. In addition, we propose a scalar measure of experimental complexity which can be linked to the design-based variance of the estimators. We demonstrate the performance of our estimators using simulated datasets based on an actual network experiment studying the effect of social networks on insurance adoptions.

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Cited by 1 Pith paper

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  1. GAUGER: Generalized Regression Adjustment via Graph-Weighted Exposure-Level Residualization for Design-Based Inference Under Interference

    stat.ME 2026-07 conditional novelty 6.0

    GAUGER calibrates outcome predictions against the design-induced graph-weighted variance structure to yield a variance-optimal AIPW estimator under network interference.