arXiv subjects

Reca Sarfati

Publications and source records attributed to Reca Sarfati.

3 recordsLinked to original sources

arXiv2026

Integrating Diagnostic Checks into Estimation

Empirical researchers often use diagnostic checks to assess the plausibility of their modeling assumptions, such as testing for covariate balance in RCTs, pre-trends in event studies, or instrument validity in IV designs. While these checks are traditionally treated as external hurdles to estimation, we argue they should be integrated into the estimation process itself. In particular, we propose residualizing one's baseline estimator against the vector of diagnostic check statistics to remove the component of baseline sampling variation explained by the diagnostic checks. This residualized estimator offers researchers a "free lunch," delivering three properties simultaneously: (i) eliminating inference distortions from check-based selective reporting; (ii) reducing variance without changing the estimand when the baseline model is correctly specified; and (iii) minimizing worst-case bias under bounded local misspecification within the class of linear adjustments. We apply our method to the RCT in Kaur et al. (2024) and find that, even in a setting where all balance checks pass comfortably, residualization increases the magnitude of the baseline point estimate and reduces its standard error, equivalent to approximately a 10% increase in sample size.

econ.EM↗

arXiv2025

"Post" Pre-Analysis Plans: Valid Inference for Non-Preregistered Specifications

Pre-analysis plans (PAPs) have become standard in experimental economics research, but it is nevertheless common to see researchers deviating from their PAPs to supplement preregistered estimates with non-prespecified findings. While such ex-post analysis can yield valuable insights, there is broad uncertainty over how to interpret -- or whether to even acknowledge -- non-preregistered results. In this paper, we consider the case of a truth-seeking researcher who, after seeing the data, earnestly wishes to report additional estimates alongside those preregistered in their PAP. We show that, even absent "nefarious" behavior, conventional confidence intervals and point estimators are invalid due to the fact that non-preregistered estimates are only reported in a subset of potential data realizations. We propose inference procedures that account for this conditional reporting. We apply these procedures to Bessone et al. (2021), which studies the economic effects of increased sleep among the urban poor. We demonstrate that, depending on the reason for deviating, the adjustments from our procedures can range from having no difference to an economically significant difference relative to conventional practice. Finally, we consider the robustness of our procedure to certain forms of misspecification, motivating possible heuristic checks and norms for journals to adopt.

econ.EM↗

arXiv2020

Hindsight and Sequential Rationality of Correlated Play

Driven by recent successes in two-player, zero-sum game solving and playing, artificial intelligence work on games has increasingly focused on algorithms that produce equilibrium-based strategies. However, this approach has been less effective at producing competent players in general-sum games or those with more than two players than in two-player, zero-sum games. An appealing alternative is to consider adaptive algorithms that ensure strong performance in hindsight relative to what could have been achieved with modified behavior. This approach also leads to a game-theoretic analysis, but in the correlated play that arises from joint learning dynamics rather than factored agent behavior at equilibrium. We develop and advocate for this hindsight rationality framing of learning in general sequential decision-making settings. To this end, we re-examine mediated equilibrium and deviation types in extensive-form games, thereby gaining a more complete understanding and resolving past misconceptions. We present a set of examples illustrating the distinct strengths and weaknesses of each type of equilibrium in the literature, and prove that no tractable concept subsumes all others. This line of inquiry culminates in the definition of the deviation and equilibrium classes that correspond to algorithms in the counterfactual regret minimization (CFR) family, relating them to all others in the literature. Examining CFR in greater detail further leads to a new recursive definition of rationality in correlated play that extends sequential rationality in a way that naturally applies to hindsight evaluation.

cs.GT↗