4 papers
Revealed Rationality: Label-Free Evaluation and Regularization from Representation Theorems
Isaiah Andrews
Representation theorems in decision theory establish that behavior satisfies certain axioms if and only if it can be rationalized by a well-defined objective. I argue that this ``i…
The purpose of an estimator is what it does: Misspecification, estimands, and over-identification
Isaiah Andrews, Jiafeng Chen, Otavio Tecchio
In over-identified models, misspecification -- the norm rather than exception -- fundamentally changes what estimators estimate. Different estimators imply different estimands rath…
Optimal Conditional Inference in Adaptive Experiments
Jiafeng Chen, Isaiah Andrews
We study batched bandit experiments and consider the problem of inference conditional on the realized stopping time, assignment probabilities, and target parameter, where all of th…
Certified Decisions
Isaiah Andrews, Jiafeng Chen
Hypothesis tests and confidence intervals are ubiquitous in empirical research, yet their connection to subsequent decision-making is often unclear. We develop a theory of certifie…