We consider the problem of generating confidence intervals in randomized experiments with noncompliance. We show that a refinement of a randomization-based procedure proposed by Imbens and Rosenbaum (2005) has desirable properties. Namely, we show that using a studentized Anderson-Rubin-type statistic as a test statistic yields confidence intervals that are finite-sample exact under treatment effect homogeneity, and remain asymptotically valid for the Local Average Treatment Effect when the treatment effect is heterogeneous. We provide a uniform analysis of this procedure.

翻译：我们考虑存在不依从现象的随机化实验中的置信区间生成问题。研究表明，Imbens和Rosenbaum（2005）提出的基于随机化的方法经过改进后具有理想性质。具体而言，我们证明采用学生化Anderson-Rubin型统计量作为检验统计量，在处理效应同质性假设下可生成有限样本精确的置信区间；当处理效应存在异质性时，该区间对局部平均处理效应仍保持渐近有效性。我们对此方法进行了统一分析。