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Factorial Difference-in-Differences

析因双重差分

We formulate factorial difference-in-differences (FDID), a research design that extends canonical difference-in-differences (DID) to settings in which an event affects all units. In many panel data applications, researchers exploit cross-sectional variation in a baseline factor alongside temporal variation in the event, but the corresponding estimand is often implicit and the justification for applying the DID estimator remains unclear. We frame FDID as a factorial design…

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Rerandomization and Covariate Adjustment in Split-Plot Designs

裂区设计中的再随机化与协变量调整

Split-plot designs are widely used in agricultural, industrial, social, and biomedical experiments to accommodate hard-to-change factors. Given multiple factors of interest and experimental units that are nested within groups, the design assigns a subset of the factors by a cluster randomization at the group level and assigns the remaining factors by a stratified randomization at the unit level. The randomization mechanism ensures covariate balance on average at both the…

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Covariate adjustment in randomized experiments with missing outcomes and covariates

结局与协变量缺失时随机实验中的协变量调整

Summary Covariate adjustment can improve precision in analysing randomized experiments. With fully observed data, regression adjustment and propensity score weighting are asymptotically equivalent in improving efficiency over unadjusted analysis. When some outcomes are missing, we consider combining these two adjustment methods with the inverse probability of observation weighting for handling missing outcomes, and show that the equivalence between the two methods breaks…

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No star is good news: A unified look at rerandomization based on p -values from covariate balance tests

没有显著性星号是好消息:基于协变量平衡检验 p 值的再随机化

Randomized experiments balance all covariates on average and are considered the gold standard for estimating treatment effects. Chance imbalances are nonetheless common in realized treatment allocations. To inform readers of the comparability of treatment groups at baseline, contemporary scientific publications often report covariate balance tables with not only covariate means by treatment group but also the associated p-values from significance tests of their differences.…

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To Adjust or not to Adjust? Estimating the Average Treatment Effect in Randomized Experiments with Missing Covariates

调整还是不调整?协变量缺失时随机实验平均处理效应的估计

Complete randomization allows for consistent estimation of the average treatment effect based on the difference in means of the outcomes without strong modeling assumptions on the outcome-generating process. Appropriate use of the pretreatment covariates can further improve the estimation efficiency. However, missingness in covariates is common in experiments and raises an important question: should we adjust for covariates subject to missingness, and if so, how? The…

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Covariate adjustment in multiarmed, possibly factorial experiments

多处理臂及可能包含析因结构的实验中的协变量调整

Abstract Randomized experiments are the gold standard for causal inference and enable unbiased estimation of treatment effects. Regression adjustment provides a convenient way to incorporate covariate information for additional efficiency. This article provides a unified account of its utility for improving estimation efficiency in multiarmed experiments. We start with the commonly used additive and fully interacted models for regression adjustment in estimating average…

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Regression-based causal inference with factorial experiments: estimands, model specifications and design-based properties

析因实验中的回归因果推断:目标量、模型设定与基于设计的性质

Summary Factorial designs are widely used because of their ability to accommodate multiple factors simultaneously. Factor-based regression with main effects and some interactions is the dominant strategy for downstream analysis, delivering point estimators and standard errors simultaneously via one least-squares fit. Justification of these convenient estimators from the design-based perspective requires quantifying their sampling properties under the assignment mechanism…

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Evidence factors from multiple, possibly invalid, instrumental variables

利用多个可能无效的工具变量构造证据因子

Valid instrumental variables enable treatment effect inference even when selection into treatment is biased by unobserved confounders. When multiple candidate instruments are available, but some of them are possibly invalid, the previously proposed reinforced design enables one or more nearly independent valid analyses that depend on very different assumptions. That is, we can perform evidence factor analysis. However, the validity of the reinforced design depends crucially…

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Reconciling design-based and model-based causal inferences for split-plot experiments

裂区实验中设计式与模型式因果推断的协调

The split-plot design arose from agricultural science with experimental units, also known as the subplots, nested within groups known as the whole plots. It assigns different interventions at the whole-plot and subplot levels, respectively, providing a convenient way to accommodate hard-to-change factors. By design, subplots within the same whole plot receive the same level of the whole-plot intervention, and thereby induce a group structure on the final treatment…

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Covariate-adjusted Fisher randomization tests for the average treatment effect

针对平均处理效应的协变量调整 Fisher 随机化检验

Fisher’s randomization test (frt) delivers exact p-values under the strong null hypothesis of no treatment effect on any units whatsoever and allows for flexible covariate adjustment to improve the power. Of interest is whether the resulting covariate-adjusted procedure could also be valid for testing the weak null hypothesis of zero average treatment effect. To this end, we evaluate two general strategies for conducting covariate adjustment in frts: the pseudo-outcome…

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Randomization-based causal inference from split-plot designs

裂区设计中的随机化因果推断

Under the potential outcomes framework, we propose a randomization based estimation procedure for causal inference from split-plot designs, with special emphasis on $2^{2}$ designs that naturally arise in many social, behavioral and biomedical experiments. Point estimators of factorial effects are obtained and their sampling variances are derived in closed form as linear combinations of the between- and within-group covariances of the potential outcomes. Results are compared…

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