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math.ST2025
Sigmoid-FTRL: Design-Based Adaptive Neyman Allocation for AIPW Estimators
Fangyi Chen, Shu Ge, Jian Qian +1
We consider the problem of Adaptive Neyman Allocation for the class of AIPW estimators in a design-based setting, where potential outcomes and covariates are deterministic. As each…
stat.ME2025
Valid Inference when Testing Violations of Parallel Trends for Difference-in-Differences
Jonas M. Mikhaeil, Christopher Harshaw
The difference-in-differences (DID) research design is a key identification strategy which allows researchers to estimate causal effects under the parallel trends assumption. While…