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Background/aims: While randomized controlled trials are the gold standard for measuring causal effects, robust conclusions about causal relationships can be obtained using data from observational studies if proper statistical techniques are…

Online experiments are a fundamental component of the development of web-facing products. Given their large user-bases, even small product improvements can have a large impact on user engagement or profits on an absolute scale. As a result,…

Methodology · Statistics 2019-08-23 Jacopo Soriano

We present a general framework for using existing data to estimate the efficiency gain from using a covariate-adjusted estimator of a marginal treatment effect in a future randomized trial. We describe conditions under which it is possible…

Methodology · Statistics 2021-05-03 Xiudi Li , Sijia Li , Alex Luedtke

Randomized experiments (A/B testings) have become the standard way for web-facing companies to guide innovation, evaluate new products, and prioritize ideas. There are times, however, when running an experiment is too complicated (e.g., we…

Applications · Statistics 2019-03-20 Iavor Bojinov , Ye Tu , Min Liu , Ya Xu

We describe how to calculate standard errors for A/B tests that include clustered data, ratio metrics, and/or covariate adjustment. We may do this for power analysis/sample size calculations prior to running an experiment using historical…

Methodology · Statistics 2024-06-12 Tim Hesterberg , Ben Knight

Inferring the causal effect of a treatment on an outcome in an observational study requires adjusting for observed baseline confounders to avoid bias. However, adjusting for all observed baseline covariates, when only a subset are…

Methodology · Statistics 2021-02-04 Wen Wei Loh , Stijn Vansteelandt

Online controlled experiments are the primary tool for measuring the causal impact of product changes in digital businesses. It is increasingly common for digital products and services to interact with customers in a personalised way. Using…

Methodology · Statistics 2021-07-02 C. H. Bryan Liu , Benjamin Paul Chamberlain

Several problems in statistics involve the combination of high-variance unbiased estimators with low-variance estimators that are only unbiased under strong assumptions. A notable example is the estimation of causal effects while combining…

Methodology · Statistics 2023-05-25 Michael Oberst , Alexander D'Amour , Minmin Chen , Yuyan Wang , David Sontag , Steve Yadlowsky

Randomized controlled trials generate experimental variation that can credibly identify causal effects, but often suffer from limited scale, while observational datasets are large, but often violate desired identification assumptions. To…

Econometrics · Economics 2023-12-27 George Z. Gui

We consider the problem of variance reduction in randomized controlled trials, through the use of covariates correlated with the outcome but independent of the treatment. We propose a machine learning regression-adjusted treatment effect…

Machine Learning · Statistics 2022-01-07 Yongyi Guo , Dominic Coey , Mikael Konutgan , Wenting Li , Chris Schoener , Matt Goldman

Micro-randomized trials are commonly conducted for optimizing mobile health interventions such as push notifications for behavior change. In analyzing such trials, causal excursion effects are often of primary interest, and their estimation…

Methodology · Statistics 2024-08-19 Yihan Bao , Lauren Bell , Elizabeth Williamson , Claire Garnett , Tianchen Qian

Having a large number of covariates can have a negative impact on the quality of causal effect estimation since confounding adjustment becomes unreliable when the number of covariates is large relative to the samples available. Propensity…

Methodology · Statistics 2020-09-15 Debo Cheng , Jiuyong Li , Lin Liu , Jixue Liu

In causal inference, it is common to estimate the causal effect of a single treatment variable on an outcome. However, practitioners may also be interested in the effect of simultaneous interventions on multiple covariates of a fixed target…

Methodology · Statistics 2022-11-24 Jaime Roquero Gimenez , Dominik Rothenhäusler

Online experiments (A/B tests) are widely regarded as the gold standard for evaluating recommender system variants and guiding launch decisions. However, a variety of biases can distort the results of the experiment and mislead…

Information Retrieval · Computer Science 2025-09-03 Chen Zheng , Zhenyu Zhao

Identifying effects of actions (treatments) on outcome variables from observational data and causal assumptions is a fundamental problem in causal inference. This identification is made difficult by the presence of confounders which can be…

Methodology · Statistics 2012-03-19 Ilya Shpitser , Tyler VanderWeele , James M. Robins

In randomized clinical trials, adjustments for baseline covariates at both design and analysis stages are highly encouraged by regulatory agencies. A recent trend is to use a model-assisted approach for covariate adjustment to gain…

Methodology · Statistics 2021-07-14 Ting Ye , Jun Shao , Yanyao Yi , Qingyuan Zhao

In the absence of randomized controlled and natural experiments, it is necessary to balance the distributions of (observable) covariates of the treated and control groups in order to obtain an unbiased estimate of a causal effect of…

Methodology · Statistics 2022-03-02 Martin Cousineau , Vedat Verter , Susan A. Murphy , Joelle Pineau

A/B testing, or online experiment is a standard business strategy to compare a new product with an old one in pharmaceutical, technological, and traditional industries. Major challenges arise in online experiments of two-sided marketplace…

Machine Learning · Computer Science 2022-11-04 Chengchun Shi , Xiaoyu Wang , Shikai Luo , Hongtu Zhu , Jieping Ye , Rui Song

Randomized controlled trials are the gold standard for measuring causal effects. However, they are often not always feasible, and causal treatment effects must be estimated from observational data. Observational studies do not allow robust…

Tech companies (e.g., Google or Facebook) often use randomized online experiments and/or A/B testing primarily based on the average treatment effects to compare their new product with an old one. However, it is also critically important to…

Methodology · Statistics 2021-11-09 Chengchun Shi , Shikai Luo , Hongtu Zhu , Rui Song