A Design-Based Approach to Spatial Correlation
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When observing spatial data, what standard errors should we report? With the finite population framework, we identify three channels of spatial correlation: sampling scheme, assignment design, and model specification. The Eicker-Huber-White standard error, the cluster-robust standard error, and the spatial heteroskedasticity and autocorrelation consistent standard error are compared under different combinations of the three channels. Then, we provide guidelines for whether standard errors should be adjusted for spatial correlation for both linear and nonlinear estimators. As it turns out, the answer to this question also depends on the magnitude of the sampling probability.
复杂(准)实验设计下的简单标准误
We develop standard errors for estimates of causal effects in settings where the distribution of treatment exposures is known but potentially exhibits complicated dependence patterns across units. Such dependence arises, for example, in settings with spillovers/interference across units or when the treatment assignment is spatially correlated. Our variance estimator generalizes several properties of the Neyman variance estimator for completely randomized experiments to…
跨空间时间序列的预测驱动推断
The following motif is common in spatiotemporal settings: we have a sequence of covariate and label pairs observed for a relatively short, recent time period. We have access to unlabeled covariates over a longer time period. Data is observed over many spatial locations. For instance, crop yield might be observed over a large geographical area for recent years, but weather data (which is informative about crop yield) is available for a much longer period. The goal is to…
空间混杂与干扰下直接因果效应估计的统一框架及 R 包 spaci
Estimating causal effects is challenging with observational data due to the lack of exchangeability, and is further complicated with spatial data. In real-life applications such as agricultural and environmental studies, unobserved spatial factors (spatial confounding, SC) and interactions of units in nearby locations (spatial interference, SI) commonly occur jointly, yet existing parametric methods address them separately. We develop a unified framework that treats both…
双侧随机化设计中的因果推断:析因回归、双向聚类与协变量调整
We study randomized experiments involving two interacting populations, such as buyers and sellers in a marketplace. In the two-sided experiments we consider, we randomize the two populations separately and independently. For a pair consisting of one member from each population, the two assignments jointly determine one of four exposure conditions. Under a local interference assumption, we consider a broad class of linear estimands, including total, interaction, and buyer-…
线性回归的稳健方差估计:投影几何视角
Inference in linear regression commonly treats OLS residuals as proxies for unobserved errors. This approximation can fail when the regression projection is nonlocal relative to the error-dependence structure. Residualization then shifts covariance information across observations and clusters, while conventional heteroskedasticity-consistent (HC) and cluster-robust variance estimators (CRVE) retain only diagonal or within-cluster residual moments and may therefore understate…
高维网络数据的统计推断
We develop a novel method of inference for network-dependent high-dimensional random vectors. Dependence is characterized via a functional dependence measure based on graph distance, allowing the approximation theory to capture the interaction between the decay of dependence and the growth of network neighborhoods. We establish Gaussian approximation results for the maximum norm under finite-moment and sub-Weibull conditions, providing explicit conditions under which the…