no code implementations • 9 Apr 2024 • Eric Auerbach, Yong Cai, Ahnaf Rafi
Under the assumption that spillovers are linear-in-means, we show that the estimand depends on the ratio of two terms: (1) the radius over which spillovers occur and (2) the choice of bandwidth used for the local linear regression.
no code implementations • 15 May 2023 • Ahnaf Rafi
Additionally, this efficiency bound is shown to be achievable under the same conditions as those used to derive the bound by using a cross-fitted Nadaraya-Watson kernel estimator to form nonparametric regression adjustments.
no code implementations • 16 Mar 2023 • Joel L. Horowitz, Ahnaf Rafi
This paper gives conditions under which the bootstrap, based on estimates obtained through SCAD penalization with thresholding, provides asymptotic refinements of size \(O \left( n^{- 2} \right)\) for the error in the rejection (coverage) probability of a symmetric hypothesis test (confidence interval) and \(O \left( n^{- 1} \right)\) for the error in the rejection (coverage) probability of a one-sided or equal tailed test (confidence interval).
no code implementations • 9 Jun 2022 • Yong Cai, Ahnaf Rafi
The Neyman Allocation is used in many papers on experimental design, which typically assume that researchers have access to large pilot studies.