Balancing Covariates in Randomized Experiments with the Gram–Schmidt Walk Design
Harshaw C, Sävje F, Spielman D, Zhang P. Balancing Covariates in Randomized Experiments with the Gram–Schmidt Walk Design. Journal Of The American Statistical Association 2024, ahead-of-print: 1-13. DOI: 10.1080/01621459.2023.2285474.Peer-Reviewed Original ResearchConservative variance estimatorsLinear functionAverage treatment effectAsymptotic normalityFinite samplesVariance estimationCovariate balanceSupplementary materialsMean square errorRidge regressionLoss functionCovariatesRandomized experimentEstimationPotential outcomesGram-SchmidtLevel of robustnessRobust parameterWalking designConfidence intervalsFunctionSquare errorTreatment effectsRobustnessFormalism