Balancing Covariates in Randomized Experiments with the Gram–Schmidt Walk Design
利用 Gram–Schmidt Walk 设计平衡随机实验协变量
The design of experiments involves a compromise between covariate balance and robustness.This article provides a formalization of this tradeoff and describes an experimental design that allows experimenters to navigate it.The design is specified by a robustness parameter that bounds the worst-case mean squared error of an estimator of the average treatment effect.Subject to the experimenter's desired level of robustness, the design aims to simultaneously balance all linear…