Precision-based designs for sequential randomized experiments
基于精度的序贯随机实验设计
In this paper, we consider an experimental setting where units enter the experiment sequentially. Our goal is to form stopping rules which lead to estimators of treatment effects with a given precision. We propose a fixed-width confidence interval design (FWCID) where the experiment terminates once a pre-specified confidence interval width is achieved. We show that under this design, the difference-in-means estimator is a consistent estimator of the average treatment effect…