Design Stability in Adaptive Experiments: Implications for Treatment Effect Estimation
自适应实验的设计稳定性及其对处理效应估计的影响
We study the problem of estimating the average treatment effect (ATE) under sequentially adaptive treatment assignment mechanisms. In contrast to classical completely randomized designs, we consider a setting in which the probability of assigning treatment to each experimental unit may depend on prior assignments and observed outcomes. Within the potential outcomes framework, we propose and analyze two natural estimators for the ATE: the inverse propensity weighted (IPW)…