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arXiv 2003.08421econ.EMstat.ME
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网络干扰下的实验设计

Experimental Design under Network Interference

Harvard University(哈佛大学)

Davide Viviano

AI总结:

本文研究了在存在溢出效应时如何设计双阶段实验以精确推断处理效应。通过单网络连接单元、个体间局部依赖及一般类别的估计量,提出统计框架优化参与者和处理分配以最小化估计量方差,并提供推断和方差的保证。

摘要:

本文研究了在存在溢出效应时如何设计双阶段实验以精确推断处理效应。我们考虑通过单个网络连接的单元、个体间的局部依赖以及包含平均处理效应和平均溢出效应的一般类别的估计量。我们引入了一个统计框架,用于设计具有网络的双阶段实验,研究者通过优化参与者和处理分配来最小化感兴趣的估计量的方差,利用第一阶段(试点)实验来估计方差。我们推导了关于处理效应推断的保证以及通过所提出的设计机制获得的方差的遗憾保证。我们的结果说明了在选择试点研究时存在权衡,并正式刻画了试点规模相对于主要实验的比例。使用模拟和现实网络的模拟展示了该方法的优势。

英文摘要:

This paper studies how to design two-wave experiments in the presence of spillovers for precise inference on treatment effects. We consider units connected through a single network, local dependence among individuals, and a general class of estimands encompassing average treatment and average spillover effects. We introduce a statistical framework for designing two-wave experiments with networks, where the researcher optimizes over participants and treatment assignments to minimize the variance of the estimators of interest, using a first-wave (pilot) experiment to estimate the variance. We derive guarantees for inference on treatment effects and regret guarantees on the variance obtained from the proposed design mechanism. Our results illustrate the existence of a trade-off in the choice of the pilot study and formally characterize the pilot's size relative to the main experiment. Simulations using simulated and real-world networks illustrate the advantages of the method.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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