Translator Disclaimer
June 2014 Sharp bounds on the variance in randomized experiments
Peter M. Aronow, Donald P. Green, Donald K. K. Lee
Ann. Statist. 42(3): 850-871 (June 2014). DOI: 10.1214/13-AOS1200

Abstract

We propose a consistent estimator of sharp bounds on the variance of the difference-in-means estimator in completely randomized experiments. Generalizing Robins [Stat. Med. 7 (1988) 773–785], our results resolve a well-known identification problem in causal inference posed by Neyman [Statist. Sci. 5 (1990) 465–472. Reprint of the original 1923 paper]. A practical implication of our results is that the upper bound estimator facilitates the asymptotically narrowest conservative Wald-type confidence intervals, with applications in randomized controlled and clinical trials.

Citation

Download Citation

Peter M. Aronow. Donald P. Green. Donald K. K. Lee. "Sharp bounds on the variance in randomized experiments." Ann. Statist. 42 (3) 850 - 871, June 2014. https://doi.org/10.1214/13-AOS1200

Information

Published: June 2014
First available in Project Euclid: 20 May 2014

zbMATH: 1305.62024
MathSciNet: MR3210989
Digital Object Identifier: 10.1214/13-AOS1200

Subjects:
Primary: 62A01
Secondary: 62D99, 62G15

Rights: Copyright © 2014 Institute of Mathematical Statistics

JOURNAL ARTICLE
22 PAGES


SHARE
Vol.42 • No. 3 • June 2014
Back to Top