Variance reduction #1018
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Variance reduction #1018
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s3alfisc
commented
Sep 2, 2025
s3alfisc
commented
- Add a tutorial section
- Write notebook on variance reduction with pyfixest
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btw one way to distinguish from CUPED might be to allow for (1) heterogeneity in the autoregressive parameter in the DGP, which I remember messing with when I originally wrote this DGP to test things out and (2) bigger variance in time FEs, which CUPED averages over but 2WFE captures correctly. |
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Nice, I'll play around with it & add a section =) |
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