Higbee, Samuel D. - In: Quantitative economics : QE ; journal of the … 16 (2025) 4, pp. 1409-1456
partially identified by shape restrictions on treatment response. Policies are compared according to the minimax regret …‐programming formulation. I prove that the rate at which the maximum regret of the estimated policy converges to the lowest possible maximum … regret is the maximum of N−1/2 and the rate at which conditional average treatment effects are estimated in the experimental …