On equivalencies between design-based and regression-based variance estimators for randomized experiments

This paper demonstrates that the randomization-based “Neyman” and constant-effects estimators for the variance of estimated average treatment effects are equivalent to a variant of the White “heteroskedasticity-robust” estimator and the homoskedastic ordinary least squares (OLS) estimator, respectively.

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Year of publication:	2012
Authors:	Samii, Cyrus ; Aronow, Peter M.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 2, p. 365-370
Publisher:	Elsevier
Subject:	Potential outcomes \| Randomized experiments \| Robust variance estimators

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011039946