IDEAS home Printed from
   My bibliography  Save this article

Estimation of the Conditional Variance in Paired Experiments


  • Alberto Abadie
  • Guido W. Imbens


In paired randomized experiments units are grouped in pairs, often based on covariate information, with random assignment within the pairs. Average treatment effects are then estimated by averaging the within-pair differences in outcomes. Typically the variance of the average treatment effect estimator is estimated using the sample variance of the within-pair differences. However, conditional on the covariates the variance of the average treatment effect estimator may be substantially smaller. Here we propose a simple way of estimating the conditional variance of the average treatment effect estimator by forming pairs-of-pairs with similar covariate values and estimating the variances within these pairs-of-pairs. Even though these within-pairs-of-pairs variance estimators are not consistent, their average is consistent for the conditional variance of the average treatment effect estimator and leads to asymptotically valid confidence intervals.

Suggested Citation

  • Alberto Abadie & Guido W. Imbens, 2008. "Estimation of the Conditional Variance in Paired Experiments," Annals of Economics and Statistics, GENES, issue 91-92, pages 175-187.
  • Handle: RePEc:adr:anecst:y:2008:i:91-92:p:175-187

    Download full text from publisher

    File URL:
    Download Restriction: no

    More about this item


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:adr:anecst:y:2008:i:91-92:p:175-187. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Laurent Linnemer). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.