Finite Population Identification and Design-Based Sensitivity Analysis

Fuente: arXiv
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Hauptverfasser: Kline, Brendan, Masten, Matthew A.
Format: Preprint
Veröffentlicht: 2025
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author Kline, Brendan
Masten, Matthew A.
author_facet Kline, Brendan
Masten, Matthew A.
contents We develop a new approach for quantifying uncertainty in finite populations, by using design distributions to calibrate sensitivity parameters in finite population identified sets. This yields uncertainty intervals that can be interpreted as identified sets, robust Bayesian credible sets, or uniform frequentist design-based confidence sets. We focus on quantifying uncertainty about the average treatment effect, where our approach (1) yields design-based confidence intervals which allow for heterogeneous treatment effects without using asymptotics, (2) provides a new motivation for examining covariate balance, and (3) gives a new formal analysis of the role of randomization. We illustrate our approach in three empirical applications.
format Preprint
id arxiv_https___arxiv_org_abs_2504_14127
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Finite Population Identification and Design-Based Sensitivity Analysis
Kline, Brendan
Masten, Matthew A.
Econometrics
Methodology
We develop a new approach for quantifying uncertainty in finite populations, by using design distributions to calibrate sensitivity parameters in finite population identified sets. This yields uncertainty intervals that can be interpreted as identified sets, robust Bayesian credible sets, or uniform frequentist design-based confidence sets. We focus on quantifying uncertainty about the average treatment effect, where our approach (1) yields design-based confidence intervals which allow for heterogeneous treatment effects without using asymptotics, (2) provides a new motivation for examining covariate balance, and (3) gives a new formal analysis of the role of randomization. We illustrate our approach in three empirical applications.
title Finite Population Identification and Design-Based Sensitivity Analysis
topic Econometrics
Methodology
url https://arxiv.org/abs/2504.14127