Spatially Randomized Designs Can Enhance Policy Evaluation
空间随机化设计如何改进政策评估AI 解读 ↓
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空间随机化设计如何改进政策评估AI 解读 ↓
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This article studies the benefits of using spatially randomized experimental designs which partition the experimental area into distinct, non-overlapping units with treatments assigned randomly. Such designs offer improved policy evaluation in online experiments by providing more precise policy value estimators and more effective A/B testing algorithms than traditional global designs, which apply the same treatment across all units simultaneously. We examine both parametric and nonparametric methods for estimating and inferring policy values based on this randomized approach. Our analysis includes evaluating the mean squared error of the treatment effect estimator and the statistical power of the associated tests. Additionally, we extend our findings to experiments with spatio-temporal dependencies, where treatments are allocated sequentially over time, and account for potential temporal carryover effects. Our theoretical insights are supported by comprehensive numerical experiments.
We develop a semiparametric continuous time inferential framework for testing cumulative treatment effects, including both immediate and carryover effects. The latent state process is modeled by an ordinary differential equation (ODE) whose drift depends on state and treatment, while the observed data are noisy measurements of this latent state at irregular, multi resolution time points. We define the average treatment effect (ATE) as the difference of expected cumulative…
We study inference for continuous linear functionals of solutions to ill-posed inverse problems, including Euclidean parameters arising in nonparametric instrumental variables, proximal causal inference, and shadow-variable models. Although pointwise root-$n$ inference is possible under standard conditions, we show that this need not translate into locally reliable inference. Under a model imposing only minimal regularity conditions, the target is Hellinger discontinuous…
Motivation: Mediation analysis is an important tool for elucidating causal mechanisms in biomedical research and has recently gained increasing attention in microbiome studies. Motivated by a microbiome study of acute myeloid leukemia (AML) patients, we investigate whether the effect of induction chemotherapy intensity on infection status is mediated through gut microbial taxa. This problem poses substantial methodological challenges due to the high dimensionality, zero…
We study difference-in-differences designs in which all units are initially untreated and later receive heterogeneous, strictly positive treatment doses. When quasi-untreated units receive doses close to zero, a difference-in-difference estimand using those units as the control group identifies a weighted average treatment effect per unit of treatment, under a parallel-trends assumption. We develop a nonparametric estimator and bias-corrected confidence intervals for this…
伪面板事件研究:可信应用的计量经济学基础
Event studies with panel data are widely used to estimate treatment effects. With repeated cross-sections, future treatment dates are unobserved for untreated individuals. Pseudo-panel event studies impute pre-treatment outcomes of the treated using matched untreated individuals. This paper establishes identification in such designs and characterizes bias when identification conditions fail. I show that the pseudo-panel regression is equivalent to weighted least squares with…
嵌套工具变量分析:转换者平均处理效应及可推广性
Instrumental variables (IVs) are widely used to estimate causal effects from non-randomized data. A canonical example is a randomized trial with noncompliance, in which the randomized treatment assignment serves as an IV for the non-ignorable treatment received. Under a monotonicity assumption, a valid IV nonparametrically identifies the average treatment effect among a latent complier subgroup, whose generalizability is often under debate. In many studies, there exist…