随机对照试验线性调整的精确偏差校正

Exact Bias Correction for Linear Adjustment of Randomized Controlled Trials

Econometrica · 2024
被引 5
人大 A+FT50ABS 4*

中文导读

针对Freedman指出的随机对照试验中线性回归估计量存在偏差的问题,推导出精确的闭式偏差校正公式,并证明校正后估计量的极限分布与未校正时相同,表明通过微小修改即可解决回归调整的理论争议。

Abstract

Freedman (2008a,b) showed that the linear regression estimator is biased for the analysis of randomized controlled trials under the randomization model. Under Freedman's assumptions, we derive exact closed‐form bias corrections for the linear regression estimator. We show that the limiting distribution of the bias corrected estimator is identical to the uncorrected estimator. Taken together with results from Lin (2013), our results show that Freedman's theoretical arguments against the use of regression adjustment can be resolved with minor modifications to practice.

随机对照试验线性回归偏差校正精确闭式解