| compute_variance_components | R Documentation |
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.
compute_variance_components(y_00, y_01, y_10, y_11, ecdfs)
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 |
A list with components V_p, V_q, V_r,
V_s.
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