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Update Variance aggregation#324

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SvenKlaassen merged 6 commits intomainfrom
s-update-var-aggregation
May 22, 2025
Merged

Update Variance aggregation#324
SvenKlaassen merged 6 commits intomainfrom
s-update-var-aggregation

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@SvenKlaassen SvenKlaassen commented May 19, 2025

Updating the variance aggregation over multiple repetitions.

The aggregated variance is now based on the median aggregation of the confidence intervals. The confidence interval aggregation is based on Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, with an Application to Immunization in India.

Aggregation is now simplified and does not require variance scaling.

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@PhilippBach PhilippBach left a comment

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Hi @SvenKlaassen

Thanks for opening the PR. This looks good to me. I think that really makes sense to align the standard errors and the confidence intervals in the standard summary

@SvenKlaassen SvenKlaassen merged commit cdb0cf8 into main May 22, 2025
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Adjust aggregated Variance to be consistent with CIs

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