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benbhansen-stats / propertee

Prognostic Regression Offsets with Propagation of ERrors, for Treatment Effect Estimation (IES R305D210029).
https://benbhansen-stats.github.io/propertee/
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DB variance estimates incorporating both-sides absorption #189

Open benthestatistician opened 3 days ago

benthestatistician commented 3 days ago

The estfun_DA vignette has been revised to include plans for an alternate design-based variance estimator along lines I've discussed with Xinhe and Julian; see the version on the design branch, sections 2.1 and 2.2. The estimator requires the assumption of a constant treatment effect. Its estimating function can be calculated using the same estfun.teeMod() method as would be used for the current, right-side-absorption only estimating function, by passing the teeMod through an initial preprocessing step. This step would modify the embedded offset variable by shifting it within each block, in such a way that after the shifts the offsetted response is block-mean-centered.

benthestatistician commented 3 days ago

Here is the referenced update of the estfun_DA spec: estfun_DA-87d2667.pdf.

On further thought there seems to be less need for new calculations than I had described to Xinhe and @julian-bernado. Accordingly I've assigned @jwasserman2 instead of Julian, as he'll be well positioned to plot and execute the surgery on teeMod objects that I'm calling for in order to implement the method. @xinhew0708 can offer some context.

This is to be offered in addition to, not instead of, design-based covariance estimators using right-side-only absorption. Since the calculations are much the same, while the right-side-only version avoids the constant treatment effect assumption.