compute_variance_components: Compute Variance Components for CIC Inference

View source: R/variance.R

compute_variance_componentsR Documentation

Compute Variance Components for CIC Inference

Description

Implements the analytic asymptotic variance from Theorem 5.1 of Athey and Imbens (2006). The variance has four components corresponding to the four group-period subsamples.

Usage

compute_variance_components(y_00, y_01, y_10, y_11, ecdfs)

Arguments

y_00, y_01, y_10, y_11

Numeric vectors of outcomes for each group-period combination (raw observations, not unique values).

ecdfs

List of empirical CDF objects from make_ecdf.

Value

A list with components V_p, V_q, V_r, V_s.


sccic documentation built on April 10, 2026, 5:07 p.m.