Related papers: Regression Adjustments for Double Randomization in…
Completely randomized experiments, originally developed by Fisher and Neyman in the 1930s, are still widely used in practice, even in online experimentation. However, such designs are of limited value for answering standard questions in…
Randomized experiments are increasingly employed in two-sided markets, such as buyer--seller platforms, to evaluate the effects of marketplace interventions. These experiments must reflect the underlying two-sided market structure in their…
Regression adjustment is broadly applied in randomized trials under the premise that it usually improves the precision of a treatment effect estimator. However, previous work has shown that this is not always true. To further understand…
This note introduces a doubly robust (DR) estimator for regression discontinuity (RD) designs. RD designs provide a quasi-experimental framework for estimating treatment effects, where treatment assignment depends on whether a running…
This paper studies regression discontinuity designs (RDD) when linear-in-means spillovers occur between units that are close in their running variable. We show that the RDD estimand depends on the ratio of two terms: (1) the radius over…
We develop an analytical framework to study experimental design in two-sided marketplaces. Many of these experiments exhibit interference, where an intervention applied to one market participant influences the behavior of another…
Sufficient dimension reduction (SDR) is a popular class of regression methods which aim to find a small number of linear combinations of covariates that capture all the information of the responses i.e., a central subspace. The majority of…
Regression discontinuity designs are frequently used to estimate the causal effect of election outcomes and policy interventions. In these contexts, treatment effects are typically estimated with covariates included to improve efficiency.…
We study the problem of treatment effect estimation in randomized experiments with high-dimensional covariate information, and show that essentially any risk-consistent regression adjustment can be used to obtain efficient estimates of the…
Empirical regression discontinuity (RD) studies often include covariates in their specifications to increase the precision of their estimates. In this paper, we propose a novel class of estimators that use such covariate information more…
Motivated by customer loyalty plans and scholarship programs, we study tie-breaker designs which are hybrids of randomized controlled trials (RCTs) and regression discontinuity designs (RDDs). We quantify the statistical efficiency of a…
We study Off-Policy Evaluation (OPE) in contextual bandit settings with large action spaces. The benchmark estimators suffer from severe bias and variance tradeoffs. Parametric approaches suffer from bias due to difficulty specifying the…
Linear model prediction with a large number of potential predictors is both statistically and computationally challenging. The traditional approaches are largely based on shrinkage selection/estimation methods, which are applicable even…
We consider the problem of estimating and inferring treatment effects in randomized experiments. In practice, stratified randomization, or more generally, covariate-adaptive randomization, is routinely used in the design stage to balance…
We consider linear regression problems with a varying number of random projections, where we provably exhibit a double descent curve for a fixed prediction problem, with a high-dimensional analysis based on random matrix theory. We first…
Classical designs of randomized experiments, going back to Fisher and Neyman in the 1930s still dominate practice even in online experimentation. However, such designs are of limited value for answering standard questions in settings,…
We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…
Multilevel regression and poststratification (MRP) is a flexible modeling technique that has been used in a broad range of small-area estimation problems. Traditionally, MRP studies have been focused on non-causal settings, where estimating…
The Regression Discontinuity Design (RDD) is a quasi-experimental design that estimates the causal effect of a treatment when its assignment is defined by a threshold value for a continuous assignment variable. The RDD assumes that subjects…
We developed a novel direct algorithm to derive the mass-ratio distribution (MRD) of short-period binaries from an observed sample of single-lined spectroscopic binaries (SB1). The algorithm considers a class of parameterized MRDs and finds…