随机对照试验线性调整的精确偏差校正

IF 6.6 1区经济学 Q1 ECONOMICS

Econometrica Pub Date : 2024-09-27 DOI:10.3982/ECTA20289

Haoge Chang, Joel A. Middleton, P. M. Aronow

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引用次数: 0

摘要

弗里德曼（2008a,b）的研究表明，在随机化模型下，线性回归估计器对随机对照试验的分析是有偏差的。根据弗里德曼的假设，我们推导出了线性回归估计器的精确闭式偏差修正。我们证明，偏差修正估计值的极限分布与未修正估计值相同。结合 Lin（2013）的研究结果，我们的研究结果表明，Freedman 反对使用回归调整的理论论点可以在实践中稍作修改即可解决。

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Exact Bias Correction for Linear Adjustment of Randomized Controlled Trials

Freedman (2008a,b) showed that the linear regression estimator is biased for the analysis of randomized controlled trials under the randomization model. Under Freedman's assumptions, we derive exact closed-form bias corrections for the linear regression estimator. We show that the limiting distribution of the bias corrected estimator is identical to the uncorrected estimator. Taken together with results from Lin (2013), our results show that Freedman's theoretical arguments against the use of regression adjustment can be resolved with minor modifications to practice.

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来源期刊

Econometrica 社会科学-数学跨学科应用

CiteScore

11.00

自引率

3.30%

发文量

审稿时长

6-12 weeks

期刊介绍： Econometrica publishes original articles in all branches of economics - theoretical and empirical, abstract and applied, providing wide-ranging coverage across the subject area. It promotes studies that aim at the unification of the theoretical-quantitative and the empirical-quantitative approach to economic problems and that are penetrated by constructive and rigorous thinking. It explores a unique range of topics each year - from the frontier of theoretical developments in many new and important areas, to research on current and applied economic problems, to methodologically innovative, theoretical and applied studies in econometrics. Econometrica maintains a long tradition that submitted articles are refereed carefully and that detailed and thoughtful referee reports are provided to the author as an aid to scientific research, thus ensuring the high calibre of papers found in Econometrica. An international board of editors, together with the referees it has selected, has succeeded in substantially reducing editorial turnaround time, thereby encouraging submissions of the highest quality. We strongly encourage recent Ph. D. graduates to submit their work to Econometrica. Our policy is to take into account the fact that recent graduates are less experienced in the process of writing and submitting papers.