Design-Based Theory for Lasso Adjustment in Randomized Block Experiments and Rerandomized Experiments
区组随机实验与再随机化实验中 Lasso 调整的设计型理论
Blocking, a special case of rerandomization, is routinely implemented in the design stage of randomized experiments to balance the baseline covariates. This study proposes a regression adjustment method based on the least absolute shrinkage and selection operator (Lasso) to efficiently estimate the average treatment effect in randomized block experiments with high-dimensional covariates. We derive the asymptotic properties of the proposed estimator and outline the conditions…