Fredrik Sävje (Workshop in Applied Statistics)

Date and Time

April 5, 2023
12:00PM - 01:30PM EDT

Location

CGIS Knafel Building, room K354 or Online via Zoom

Today's Speaker

Fredrik Sävje (Yale), "A Design-Based Riesz Representation Framework for Randomized Experiments"

Abstract

We describe a new design-based framework for drawing causal inference in randomized experiments. Causal effects in the framework are defined as linear functionals evaluated at potential outcome functions. Knowledge and assumptions about the potential outcome functions are encoded as function spaces. This makes the framework expressive, allowing experimenters to formulate and investigate a wide range of causal questions. We describe a class of estimators for estimands defined using the framework and investigate their properties. The construction of the estimators is based on the Riesz representation theorem. We provide necessary and sufficient conditions for unbiasedness and consistency. Finally, we provide conditions under which the estimators are asymptotically normal, and describe a conservative variance estimator to facilitate the construction of confidence intervals for the estimands.

The Applied Statistics Workshop (Gov 3009) meets all academic year, Wednesdays, 12pm-1:30pm, in CGIS K354. This workshop is a forum for advanced graduate students, faculty, and visiting scholars to present and discuss methodological or empirical work in progress in an interdisciplinary setting. The workshop features a tour of Harvard's statistical innovations and applications with weekly stops in different fields and disciplines and includes occasional presentations by invited speakers.

More information is available at the Gov 3009 website: https://projects.iq.harvard.edu/applied.stats.workshop-gov3009

All interested Harvard affiliates are invited to attend.