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stat.ME2025
Alternative statistical inference for the first normalized incomplete moment
Jiannan Lu, Peng Ding, Anqi Zhao
This paper re-examines the first normalized incomplete moment, a well-established measure of inequality with wide applications in economic and social sciences. Despite the populari…
stat.ME2025
Two-stage least squares with treatment-covariate interactions for treatment effect heterogeneity
Anqi Zhao, Peng Ding, Fan Li
Treatment effect heterogeneity with respect to covariates is common in instrumental variable (IV) analyses. An intuitive approach, which we call the interacted two-stage least squa…