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以层次聚类缓解观察性因果推断中的多重共线性AI 解读

Multicollinearity is a long lasting challenge in observational causal inference, especially in regressions -- highly correlated independent variables make it hard to isolate their individual impacts on outcomes of interest. While common solutions such as shrinkage estimators and principal component regressions are helpful in prediction problems, a crucial limitation hinders their applicability to causal inference problems -- they cannot provide the original causal…

利用零效应降低单侧触发实验中的估计方差AI 解读

In online experiments where the intervention is only exposed, or "triggered", for a small subset of the population, it is critical to use variance reduction techniques to estimate treatment effects with sufficient precision to inform business decisions. Trigger-dilute analysis is often used in these situations, and reduces the sampling variance of overall intent-to-treat (ITT) effects by an order of magnitude equal to the inverse of the triggering rate; for example, a…

整群随机实验中 Delta 方法与聚类稳健方差估计的等价性AI 解读

It often happens that the same problem presents itself to different communities and the solutions proposed or adopted by those communities are different. We take the case of the variance estimation of the population average treatment effect in cluster-randomized experiments. The econometrics literature promotes the cluster-robust variance estimator (Athey and Imbens, 2017), which can be dated back to the study of linear regression with clustered residuals (Liang and Zeger,…