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In the experimental design literature, Neyman allocation refers to the practice of allocating units into treated and control groups, potentially in unequal numbers proportional to their respective standard deviations, with the objective of…

Methodology · Statistics 2026-01-15 Jinglong Zhao

We consider an adaptive experiment for treatment choice and design a minimax and Bayes optimal adaptive experiment with respect to regret. Given binary treatments, the experimenter's goal is to choose the treatment with the highest expected…

Econometrics · Economics 2025-12-10 Masahiro Kato

We consider the problem of evaluating designs for a two-arm randomized experiment with the criterion being the power of the randomization test for the one-sided null hypothesis. Our evaluation assumes a response that is linear in one…

Methodology · Statistics 2020-08-14 Abba M. Krieger , David Azriel , Michael Sklar , Adam Kapelner

We consider the performance of the difference-in-means estimator in a two-arm randomized experiment under common experimental endpoints such as continuous (regression), incidence, proportion and survival. We examine performance under both…

Statistics Theory · Mathematics 2025-07-08 David Azriel , Abba M. Krieger , Adam Kapelner

The principle of allocating an equal number of patients to each arm in a randomized controlled trial remains widely believed to be optimal for maximising statistical power. However, this long-held belief only holds true if the treatment…

Methodology · Statistics 2025-10-15 Lukas Pin , Stef Baas , David S. Robertson , Sofía S. Villar

This work revisits optimal response-adaptive designs from a type-I error rate perspective, highlighting when and how much these allocations exacerbate type-I error rate inflation - an issue previously undocumented. We explore a range of…

Methodology · Statistics 2025-09-09 Lukas Pin , Sofía S. Villar , William F. Rosenberger

From clinical development of cancer therapies to investigations into partisan bias, adaptive sequential designs have become increasingly popular method for causal inference, as they offer the possibility of improved precision over their…

Methodology · Statistics 2023-10-17 Jessica Dai , Paula Gradu , Christopher Harshaw

Recently, a new testing approach for response-adaptive clinical trials was proposed based on the allocation probabilities (AP) rather than the outcome data. While original work on the AP test focused on binary and normal endpoints and…

Methodology · Statistics 2026-05-11 Stina Zetterstrom , David S. Robertson , Thomas Jaki , Sofía S. Villar

Clinical trials are an instrument for making informed decisions based on evidence from well-designed experiments. Here we consider adaptive designs mainly from the perspective of multi-arm Phase II clinical trials, in which one or more…

Methodology · Statistics 2021-08-31 Elja Arjas , Dario Gasbarra

This paper considers the optimal adaptive allocation of measurement effort for identifying the best among a finite set of options or designs. An experimenter sequentially chooses designs to measure and observes noisy signals of their…

Machine Learning · Computer Science 2018-06-11 Daniel Russo

Given n experiment subjects with potentially heterogeneous covariates and two possible treatments, namely active treatment and control, this paper addresses the fundamental question of determining the optimal accuracy in estimating the…

Machine Learning · Statistics 2024-11-13 Jiachun Li , David Simchi-Levi , Yunxiao Zhao

In this paper, we provide some general convergence results for adaptive designs for treatment comparison, both in the absence and presence of covariates. In particular, we demonstrate the almost sure convergence of the treatment allocation…

Methodology · Statistics 2015-06-01 Alessandro Baldi Antognini , Maroussa Zagoraiou

A sensitivity analysis in an observational study determines the magnitude of bias from nonrandom treatment assignment that would need to be present to alter the qualitative conclusions of a na\"{\i}ve analysis that presumes all biases were…

Applications · Statistics 2012-03-19 Paul R. Rosenbaum

Multi-arm trials are gaining interest in practice given the statistical and logistical advantages they can offer. The standard approach uses a fixed allocation ratio, but there is a call for making it adaptive and skewing the allocation of…

Methodology · Statistics 2026-01-16 Gianmarco Caruso , Pavel Mozgunov

In scientific research, many hypotheses relate to the comparison of two independent groups. Usually, it is of interest to use a design (i.e., the allocation of sample sizes $m$ and $n$ for fixed $N = m + n$) that maximizes the power of the…

Methodology · Statistics 2022-11-24 Paul-Christian Bürkner , Philipp Doebler , Heinz Holling

Adaptive designs are commonly used in clinical and drug development studies for optimum utilization of available resources. In this article, we consider the problem of estimating the effect of the selected (better) treatment using a…

Statistics Theory · Mathematics 2023-01-24 Masihuddin , Neeraj Misra

Randomized experiments have been the gold standard for assessing the effectiveness of a treatment or policy. The classical complete randomization approach assigns treatments based on a prespecified probability and may lead to inefficient…

Methodology · Statistics 2023-10-26 Waverly Wei , Xinwei Ma , Jingshen Wang

For randomized clinical trials where a single, primary, binary endpoint would require unfeasibly large sample sizes, composite endpoints are widely chosen as the primary endpoint. Despite being commonly used, composite endpoints entail…

Methodology · Statistics 2022-09-27 Marta Bofill Roig , Guadalupe Gómez Melis , Martin Posch , Franz Koenig

The present paper deals with the problem of allocating patients to two competing treatments in the presence of covariates or prognostic factors in order to achieve a good trade-off among ethical concerns, inferential precision and…

Methodology · Statistics 2012-08-17 Alessandro Baldi Antognini , Maroussa Zagoraiou

This note describes the optimal policy rule, according to the local asymptotic minimax regret criterion, for best arm identification when there are only two treatments. It is shown that the optimal sampling rule is the Neyman allocation,…

Econometrics · Economics 2022-08-29 Karun Adusumilli
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