QBHM estimator matches standard GMM asymptotics for strongly identified parameters and is a Bayes rule under squared loss in weak-GMM limit experiments induced by the hierarchy.
arXiv preprint arXiv:2510.22864 , year=
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A method estimates unsigned CATE from residual outcome covariances to assist randomization tests without sample splitting, establishing identification, consistency, and validity while showing higher power in simulations.
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Quasi-Bayesian Hierarchical Models
QBHM estimator matches standard GMM asymptotics for strongly identified parameters and is a Bayes rule under squared loss in weak-GMM limit experiments induced by the hierarchy.