Winston Lin
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linstonwin.bsky.social
Winston Lin
@linstonwin.bsky.social
senior lecturer in statistics, penn
NYC & Philadelphia
https://www.stat.berkeley.edu/~winston
In case this is of interest, even ANCOVA I is consistent and asymptotically normal in completely randomized experiments (though II is asymptotically more efficient in imbalanced or multiarm designs)
May 5, 2025 at 7:31 PM
Btw here's an email I sent Stata in 2012, suggesting a clarification to their descriptions of the "unequal" and "welch" ttest options. Got a polite reply but I don't think they changed it :)
April 6, 2025 at 4:59 PM
Reposted by Winston Lin
Here's some older, related stuff (from me) aimed at political scientists.

Related paper #1

"Arguing for a Negligible Effect"

Journal: onlinelibrary.wiley....

PDF: www.carlislerainey.c...
March 10, 2025 at 3:23 PM
Isn’t the Hausman approach likely to lead to undercoverage, similar to what @jondr44.bsky.social wrote about in a different context?

www.aeaweb.org/articles?id=...
Pretest with Caution: Event-Study Estimates after Testing for Parallel Trends
(September 2022) - This paper discusses two important limitations of the common practice of testing for preexisting differences in trends ("pre-trends") when using difference-in-differences and relate...
www.aeaweb.org
March 9, 2025 at 4:40 AM
For RCTs, another reference with simulation evidence on the robustness of OLS is Judkins & Porter (2016). But average marginal effects from logit are also robust

doi.org/10.1002/sim....
Robustness of ordinary least squares in randomized clinical trials
There has been a series of occasional papers in this journal about semiparametric methods for robust covariate control in the analysis of clinical trials. These methods are fairly easy to apply on cu....
doi.org
March 8, 2025 at 9:06 PM
In the '90s when I worked at Abt and MDRC, I wrote an email that initially had the subject header "OLS without apology". I shared a later version with Freedman, who cited it as "Lim (1999)" in his "Randomization does not justify logistic regression"
March 8, 2025 at 8:39 PM
Clarification: my paper doesn’t advocate a specific estimator. That’s one of the meanings of “agnostic” in the title :)
March 8, 2025 at 5:16 PM
I don't wanna put words in Rosenbaum's mouth ("spectrum" is just a word that came to my mind for a quick Bluesky reply) and I'd really encourage anyone interested to read his papers and the Stat Sci discussion in full, and then critique them. :) But here's a screenshot from his reply to Manski
February 10, 2025 at 5:25 PM
competing theories. He has an interesting debate with Manski on external validity in the comments on the Stat Sci paper (I'll send you some excellent responses that my undergrad students at Yale wrote).
February 10, 2025 at 3:01 PM
can lead to badly misleading literatures; (3) we can sometimes learn from collections of studies with different designs & weaknesses (I think he's partly influenced by the literature on smoking & lung cancer, which he cites elsewhere); (4) we should try to falsify or corroborate predictions of 2/
February 10, 2025 at 3:01 PM
Thanks, Alex! I think that's a small part of his message. It's hard for me to do justice to these papers in a short thread, but I think he's also saying (1) credibility is on a spectrum and we should try to learn from all sorts of designs; (2) repeating the same design with the same weaknesses 1/
February 10, 2025 at 3:01 PM