 Peter M. Aronow

Peter M. Aronow develops statistical methods for causal inference, particularly design-based inference. Yale's institutional biography identifies research on complex experimental designs, network settings and incomplete survey data alongside appointments spanning political science and statistics.^[ref]

His joint work with Cyrus Samii studies how to estimate sampling variance when a sampling design never observes some pairs together. A missing product cannot simply be deleted from the population variance formula: doing so can produce either sign of bias. Their construction uses Young inequality to bound unobserved products by individually estimable powers and obtain a conservative variance estimator.^[ref]

For an original exact illustration, choose one of two fixed values $y_1,y_2$ with equal probabilities. As in the single-draw variance identifiability obstruction, the Horvitz-Thompson estimator $2y_J$ has true variance $V_p=(y_1-y_2{)}^2$. Retaining only diagonal contributions gives $D=2y_J^2$, withOpposite signs therefore produce downward bias. The elementary inequality $-2ab\le a^2+b^2$, obtained from $(a+b{)}^2\ge 0$, instead givesConsequently $C=4y_J^2$ is a conservative variance estimator for this stipulated sampling design; its excess in expected value is exactly $(y_1+y_2{)}^2$.

With $(y_1,y_2)=(3,-1)$, the true variance is16. The two possible values of $D$ are18 and2, averaging10; those of $C$ are36 and4, averaging20. Although ${\mathbb{E}}_{p}C\ge 16$, a realized value of $C$ can be below16. Conservativeness here is an expectation inequality, rather than a bound for every sample. By itself it also does not prove a specified confidence interval coverage probability.