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Fredrik Sävje

Publications and source records attributed to Fredrik Sävje.

17 recordsLinked to original sources
arXiv2026

A General Design-Based Framework and Estimator for Randomized Experiments

We describe a widely applicable design-based framework for drawing causal inference in randomized experiments. Causal effects are defined as linear functionals evaluated at unit-level potential outcome functions. 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 that previously could not be investigated with design-based methods. The framework is particularly suited for complex, non-discrete interventions and causal interference. We describe a class of estimators for estimands defined using the framework and investigate their properties. We provide necessary and sufficient conditions for unbiasedness and consistency. We also describe a class of conservative variance estimators, which facilitate the construction of confidence intervals. In order to demonstrate the value of our approach in practice, we provide several illustrative examples of causal investigations which can be handled within our framework, but that could not be addressed using conventional design-based methods.

stat.ME↗
arXiv2026

Optimized variance estimation under interference and complex experimental designs

Unbiased and consistent variance estimators generally do not exist for design-based treatment effect estimators because experimenters never observe more than one potential outcome for any unit. The problem is exacerbated by interference and complex experimental designs. Experimenters must accept conservative variance estimators in these settings, but they can strive to minimize the conservativeness. In this paper, we show that the task of constructing a minimally conservative variance estimator can be interpreted as an optimization problem that aims to find the lowest estimable upper bound of the true variance given the experimenter's risk preferences and knowledge of the potential outcomes. We characterize the set of admissible bounds in the class of quadratic forms, and we demonstrate that the optimization problem is a convex program for many natural objectives. The resulting variance estimators are guaranteed to be conservative regardless of whether the background knowledge used to construct the bound is correct, but the estimators are less conservative if the provided information is reasonably accurate. Numerical results show that the resulting variance estimators can be considerably less conservative than existing estimators, allowing experimenters to draw more informative inferences about treatment effects.

stat.ME↗
arXiv2026

A Design-Based Minimax Theory for Network Experiments

Network experiments are used throughout the social and medical sciences to investigate causal effects under the presence of interference. While a large body of work has developed improved statistical procedures, the fundamental limits of statistical estimation in these settings is less well understood. In this paper, we develop and investigate a design-based theory of minimax risk for network experiments under an arbitrary neighborhood interference model. Our notion of minimax risk describes the optimal precision among all statistical procedures for investigating a particular causal effect on the observed interference network. We show that the minimax risk is a function of the corresponding conflict graph, which captures inherent unobservability of estimand-relevant potential outcomes given the observed interference network. Our main contribution is a series of upper and lower bounds on the minimax rate in terms of local and global connectivity properties of the conflict graph. To illustrate their utility, we apply these general results to obtain minimax analyses for two commonly studied effects: the direct treatment effect and global average treatment effect.

math.ST↗
arXiv2026

Coupling Designs for Randomized Experiments with Complex Treatments

We describe a new family of experimental designs that extends the principle of stratified randomization to settings with continuous, constrained multivariate, and other irregular treatment spaces. Our approach is to first match units into homogeneous groups, then use Monte Carlo couplings to assign within-group treatments to be highly dispersed over the treatment space. We show that ensuring similar units receive dissimilar treatments improves estimation efficiency. The efficiency gains are proportional to the product of dispersion and match quality, where dispersion measures how spread out the assignments are relative to independent randomization. We develop a new spectral analysis showing how efficiency depends on alignment between the smoothness and shape of the estimator's influence function and the coupling's principal directions. We illustrate these designs with examples from development, behavioral, and labor economics. In particular, our empirical application uses data from a real experiment allocating savings monitors using their position within village social networks.

econ.EM↗
arXiv2026

On the Impossibility of Specification Testing of Interference Models Based on Exposure Mappings

Researchers use interference models based on exposure mappings to facilitate estimation of causal effects in randomized experiments with interference. To test the veracity of such models, researchers can use specification tests that aim to detect departures from the stipulated model. However, existing tests suffer from poor power and are often unable to detect important model violations. The main result in this paper is to show that the specification testing problem for exposure mapping models is inherently difficult, and the poor power of existing tests is inescapable. In particular, the worst-case Type I and Type II error rates must sum to one for any specification test of such models, ruling out the existence of a uniformly consistent test. This is the worst-case overall error rate achieved by a naive test that discards all data and arbitrarily rejects the null at random; the testing problem is in this sense impossible. This negative result holds true for all exposure mappings, all sample sizes, for uniformly bounded outcomes, and for alternatives that are maximally separated from the null. While some tests can detect some type of departures from the null model, there will always be relevant departures from the null that are undetectable. Informative specification tests must therefore restrict the alternative model against which they seek to attain power for, beyond the restrictions imposed by the exposure mappings alone. We illustrate this by providing a uniformly consistent test for differentiating no-interference from a network-linear-in-means model.

math.ST↗
arXiv2023

Balancing Covariates in Randomized Experiments with the Gram-Schmidt Walk Design

The design of experiments involves a compromise between covariate balance and robustness. This paper provides a formalization of this trade-off and describes an experimental design that allows experimenters to navigate it. The design is specified by a robustness parameter that bounds the worst-case mean squared error of an estimator of the average treatment effect. Subject to the experimenter's desired level of robustness, the design aims to simultaneously balance all linear functions of potentially many covariates. Less robustness allows for more balance. We show that the mean squared error of the estimator is bounded in finite samples by the minimum of the loss function of an implicit ridge regression of the potential outcomes on the covariates. Asymptotically, the design perfectly balances all linear functions of a growing number of covariates with a diminishing reduction in robustness, effectively allowing experimenters to escape the compromise between balance and robustness in large samples. Finally, we describe conditions that ensure asymptotic normality and provide a conservative variance estimator, which facilitate the construction of asymptotically valid confidence intervals.

stat.ME↗
arXiv2023

Causal inference with misspecified exposure mappings: separating definitions and assumptions

Exposure mappings facilitate investigations of complex causal effects when units interact in experiments. Current methods require experimenters to use the same exposure mappings both to define the effect of interest and to impose assumptions on the interference structure. However, the two roles rarely coincide in practice, and experimenters are forced to make the often questionable assumption that their exposures are correctly specified. This paper argues that the two roles exposure mappings currently serve can, and typically should, be separated, so that exposures are used to define effects without necessarily assuming that they are capturing the complete causal structure in the experiment. The paper shows that this approach is practically viable by providing conditions under which exposure effects can be precisely estimated when the exposures are misspecified. Some important questions remain open.

math.ST↗
arXiv2023

On the reliability of published findings using the regression discontinuity design in political science

The regression discontinuity (RD) design offers identification of causal effects under weak assumptions, earning it a position as a standard method in modern political science research. But identification does not necessarily imply that causal effects can be estimated accurately with limited data. In this paper, we highlight that estimation under the RD design involves serious statistical challenges and investigate how these challenges manifest themselves in the empirical literature in political science. We collect all RD-based findings published in top political science journals in the period 2009-2018. The distribution of published results exhibits pathological features; estimates tend to bunch just above the conventional level of statistical significance. A reanalysis of all studies with available data suggests that researcher discretion is not a major driver of these features. However, researchers tend to use inappropriate methods for inference, rendering standard errors artificially small. A retrospective power analysis reveals that most of these studies were underpowered to detect all but large effects. The issues we uncover, combined with well-documented selection pressures in academic publishing, cause concern that many published findings using the RD design may be exaggerated.

stat.ME↗
arXiv2021

Design and Analysis of Bipartite Experiments under a Linear Exposure-Response Model

A bipartite experiment consists of one set of units being assigned treatments and another set of units for which we measure outcomes. The two sets of units are connected by a bipartite graph, governing how the treated units can affect the outcome units. In this paper, we consider estimation of the average total treatment effect in the bipartite experimental framework under a linear exposure-response model. We introduce the Exposure Reweighted Linear (ERL) estimator, and show that the estimator is unbiased, consistent and asymptotically normal, provided that the bipartite graph is sufficiently sparse. To facilitate inference, we introduce an unbiased and consistent estimator of the variance of the ERL point estimator. In addition, we introduce a cluster-based design, Exposure-Design, that uses heuristics to increase the precision of the ERL estimator by realizing a desirable exposure distribution.

stat.ME↗
arXiv2021

Nonparametric identification is not enough, but randomized controlled trials are

We argue that randomized controlled trials (RCTs) are special even among settings where average treatment effects are identified by a nonparametric unconfoundedness assumption. This claim follows from two results of Robins and Ritov (1997): (1) with at least one continuous covariate control, no estimator of the average treatment effect exists which is uniformly consistent without further assumptions, (2) knowledge of the propensity score yields a uniformly consistent estimator and honest confidence intervals that shrink at parametric rates with increasing sample size, regardless of how complicated the propensity score function is. We emphasize the latter point, and note that successfully-conducted RCTs provide knowledge of the propensity score to the researcher. We discuss modern developments in covariate adjustment for RCTs, noting that statistical models and machine learning methods can be used to improve efficiency while preserving finite sample unbiasedness. We conclude that statistical inference has the potential to be fundamentally more difficult in observational settings than it is in RCTs, even when all confounders are measured.

stat.ME↗
arXiv2021

Randomization does not imply unconfoundedness

A common assumption in causal inference is that random treatment assignment ensures that potential outcomes are independent of treatment, or in one word, unconfoundedness. This paper highlights that randomization and unconfoundedness are separate properties, and neither implies the other. A study with random treatment assignment does not have to be unconfounded, and a study with deterministic assignment can still be unconfounded. A corollary is that a propensity score is not the same thing as a treatment assignment probability. These facts should not be taken as arguments against randomization. The moral of this paper is that randomization is useful only when investigators know or can reconstruct the assignment process.

stat.ME↗
arXiv2021

On the inconsistency of matching without replacement

The paper shows that matching without replacement on propensity scores produces estimators that generally are inconsistent for the average treatment effect of the treated. To achieve consistency, practitioners must either assume that no units exist with propensity scores greater than one-half or assume that there is no confounding among such units. The result is not driven by the use of propensity scores, and similar artifacts arise when matching on other scores as long as it is without replacement.

econ.EM↗
arXiv2019

Average treatment effects in the presence of unknown interference

We investigate large-sample properties of treatment effect estimators under unknown interference in randomized experiments. The inferential target is a generalization of the average treatment effect estimand that marginalizes over potential spillover effects. We show that estimators commonly used to estimate treatment effects under no interference are consistent for the generalized estimand for several common experimental designs under limited but otherwise arbitrary and unknown interference. The rates of convergence depend on the rate at which the amount of interference grows and the degree to which it aligns with dependencies in treatment assignment. Importantly for practitioners, the results imply that if one erroneously assumes that units do not interfere in a setting with limited, or even moderate, interference, standard estimators are nevertheless likely to be close to an average treatment effect if the sample is sufficiently large. Conventional confidence statements may, however, not be accurate.

math.ST↗
arXiv2019

Generalized full matching and extrapolation of the results from a large-scale voter mobilization experiment

Matching is an important tool in causal inference. The method provides a conceptually straightforward way to make groups of units comparable on observed characteristics. The use of the method is, however, limited to situations where the study design is fairly simple and the sample is moderately sized. We illustrate the issue by revisiting a large-scale voter mobilization experiment that took place in Michigan for the 2006 election. We ask what the causal effects would have been if the treatments in the experiment were scaled up to the full population. Matching could help us answer this question, but no existing matching method can accommodate the six treatment arms and the 6,762,701 observations involved in the study. To offer a solution this and similar empirical problems, we introduce a generalization of the full matching method and an associated algorithm. The method can be used with any number of treatment conditions, and it is shown to produce near-optimal matchings. The worst case maximum within-group dissimilarity is no worse than four times the optimal solution, and simulation results indicate that its performance is considerably closer to the optimal solution on average. Despite its performance, the algorithm is fast and uses little memory. It terminates, on average, in linearithmic time using linear space. This enables investigators to construct well-performing matchings within minutes even in complex studies with samples of several million units.

stat.ME↗
arXiv2015

The performance and efficiency of Threshold Blocking

A common method to reduce the uncertainty of causal inferences from experiments is to assign treatments in fixed proportions within groups of similar units: blocking. Previous results indicate that one can expect substantial reductions in variance if these groups are formed so to contain exactly as many units as treatment conditions. This approach can be contrasted to threshold blocking which, instead of specifying a fixed size, requires that the groups contain a minimum number of units. In this paper, I investigate the advantages of respective method. In particular, I show that threshold blocking is superior to fixed-sized blocking in the sense that it always finds a weakly better grouping for any objective and sample. However, this does not necessarily hold when the objective function of the blocking problem is unknown, and a fixed-sized design can perform better in that case. I specifically examine the factors that govern how the methods perform in the common situation where the objective is to reduce the estimator's variance, but where groups are constructed based on covariates. This reveals that the relative performance of threshold blocking improves when the covariates become more predictive of the outcome.

stat.ME↗