Neyman Jackknife: Design-Based Variance Estimation for Causal Inference under Interference
Fuente:
arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2026
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| _version_ | 1866910168530288640 |
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| author | Park, Bryan Wager, Stefan |
| author_facet | Park, Bryan Wager, Stefan |
| contents | We propose a framework, the Neyman Jackknife, for conservative variance estimation in finite-population causal inference under interference. Our approach provides a general, flexible blueprint that enables conservative variance estimation whenever we are able to recompute our target estimator with some treatment assignments omitted. In classical settings, our approach recovers estimators closely related to the Neyman estimator under SUTVA and the Newey-West HAC variance estimator for time series. Numerical experiments suggest that our general-purpose framework yields variance estimators that can match or even surpass the performance of baselines that were purpose-built for specific applications. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_24017 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Neyman Jackknife: Design-Based Variance Estimation for Causal Inference under Interference Park, Bryan Wager, Stefan Methodology Statistics Theory We propose a framework, the Neyman Jackknife, for conservative variance estimation in finite-population causal inference under interference. Our approach provides a general, flexible blueprint that enables conservative variance estimation whenever we are able to recompute our target estimator with some treatment assignments omitted. In classical settings, our approach recovers estimators closely related to the Neyman estimator under SUTVA and the Newey-West HAC variance estimator for time series. Numerical experiments suggest that our general-purpose framework yields variance estimators that can match or even surpass the performance of baselines that were purpose-built for specific applications. |
| title | Neyman Jackknife: Design-Based Variance Estimation for Causal Inference under Interference |
| topic | Methodology Statistics Theory |
| url | https://arxiv.org/abs/2604.24017 |