detect_idiosyncratic() Tutorial8 months ago
Introduction | Unfortunately, we cannot directly release the HSIS data. | SAY MORE ABOUT DGP: what Xs, etc. What is true model? | The illustrative Dataset | Testing for ideosyncratic treatment effect variation | Basic case: no covariate adjustment | Adjusting for covariates | Ideosyncratic variation beyond systematic variation | Testing for ideosyncratic variation. | Comparing the tests | Cautionary Tale: A linear model with no treatment interaction. | A simple variance ratio test | The variety of test statistics