Fast procedures for a small set of commonly-used, design-appropriate estimators with robust standard errors and confidence intervals. Includes estimators for linear regression, instrumental variables regression, difference-in-means, Horvitz-Thompson estimation, and regression improving precision of experimental estimates by interacting treatment with centered pre-treatment covariates introduced by Lin (2013) <doi:10.1214/12-AOAS583>. Fixed effects are absorbed by alternating projections rather than by dummy expansion, and Horvitz-Thompson variance is computed from the randomization declaration.
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