Design-based finite-sample analysis for regression adjustment
回归调整的设计型有限样本分析
In randomized experiments, regression adjustment can improve the precision of average treatment effect (ATE) estimation using covariates without requiring a correctly specified outcome model. Although well studied in low-dimensional settings, its behavior in high-dimensional regimes, where the number of covariates $p$ may exceed the number of observations $n$, remains underexplored. Moreover, existing analyses are largely asymptotic, providing limited guidance for…