Non-vacuity of improved covariate-adjusted variance

Let νrd\nu^{\mathsf{rd}}, νrd\nu^{\mathsf{rd}\dag}, and var(τ^unadj)\mathsf{var}(\widehat{\tau}_{\mathsf{unadj}}) denote the variance quantities defined in the paper for the covariate-adjusted and unadjusted estimators. The data-generating process for which

νrd<νrd\nu^{\mathsf{rd}} < \nu^{\mathsf{rd}\dag}

and

νrd<var(τ^unadj)\nu^{\mathsf{rd}} < \mathsf{var}(\widehat{\tau}_{\mathsf{unadj}})

is not vacuous.

This asserts that there are data-generating processes under which the relevant covariate-adjusted procedure has smaller variance than both the comparison variance νrd\nu^{\mathsf{rd}\dag} and the variance of the unadjusted estimator. The claim supports the paper's motivation for higher-order covariate adjustment, although the supplied text does not establish whether such a data-generating process has been exhibited or whether the claim remains unresolved.

Sources & referencesView supporting material

Primary source

Sihui Zhao, Xinbo Wang, Lin Liu and Xin Zhang, “Covariate Adjustment in Randomized Experiments Motivated by Higher-Order Influence Functions”, arXiv:2411.08491 (2025).

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