search

benbhansen-stats / propertee

Prognostic Regression Offsets with Propagation of ERrors, for Treatment Effect Estimation (IES R305D210029).
https://benbhansen-stats.github.io/propertee/
Other
2 stars 0 forks source link

error propagation from absorption of moderator main effects #120

Closed benthestatistician closed 1 year ago

benthestatistician commented 1 year ago

We absorb main effects of moderators. Error from the absorption operation should be propagated down to vcovDA.

benthestatistician commented 1 year ago

As of f63f97b, new section "Accommodating moderator variables via absorption" (sec:accomm-moder-vari) of estfun_DA.tex spec states the essential step. At least for the design-based calculation; I have to think about this more as it bears on model-based.

benthestatistician commented 1 year ago

Correction: we're not currently absorbing moderator main effects. And we no longer have plans to do so: on review, we'll be able to keep the implementation cleaner and more coherent by only absorbing intercepts prior to estimation. See vignettes/not-for-cran/estfun_DA at b2ed390 or later.