The equivalence of the Delta method and the cluster-robust variance estimator for the analysis of clustered randomized experiments
整群随机实验中 Delta 方法与聚类稳健方差估计的等价性
It often happens that the same problem presents itself to different communities and the solutions proposed or adopted by those communities are different. We take the case of the variance estimation of the population average treatment effect in cluster-randomized experiments. The econometrics literature promotes the cluster-robust variance estimator (Athey and Imbens, 2017), which can be dated back to the study of linear regression with clustered residuals (Liang and Zeger,…