arXiv 16 Nov 2021 · Econometrics · 6 citations (OpenAlex)
arXiv:2111.08157 · PDF · DOI · OpenAlex · Extracted main text
This paper studies a two-stage model of experimentation, where the researcher first samples representative units from an eligible pool, then assigns each sampled unit to treatment or control. To implement balanced sampling and assignment, we introduce a new family of finely stratified designs that generalize matched pairs randomization to propensities p(x) not equal to 1/2. We show that two-stage stratification nonparametrically dampens the variance of treatment effect estimation. We formulate and solve the optimal stratification problem with heterogeneous costs and fixed budget, providing simple heuristics for the optimal design. In settings with pilot data, we show that implementing a consistent estimate of this design is also efficient, minimizing asymptotic variance subject to the budget constraint. We also provide new asymptotically exact inference methods, allowing experimenters to fully exploit the efficiency gains from both stratified sampling and assignment. An application to nine papers recently published in top economics journals demonstrates the value of our methods.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Bai, Y (2022) Optimality of matched-pair designs in randomized controlled trials | 1.000 | 13 | 4 | 100% |
| 2 | Hahn, J (1998) On the role of the propensity score in efficient semiparametric estimation of average treatment effects | 1.000 | 5 | 4 | 100% |
| 3 | Bai, Y., J. P. Romano, and A. M. Shaikh (2021) Inference in experiments with matched pairs | 0.956 | 8 | 5 | 88% |
| 4 | Fan, J. and Q. Yao (1998) Efficient estimation of conditional variance functions in stochastic regression | 0.843 | 4 | 4 | 75% |
| 5 | Baysan, C (2022) Persistent polarizing effects of persuasion: Experimental evidence from turkey | 0.843 | 4 | 3 | 75% |
| 6 | Domurat, R., I. Menashe, and W. Yin (2021) The role of behavioral frictions in health insurance marketplace enrollment and risk: Evidence from a field experimen | 0.843 | 4 | 3 | 75% |
| 7 | Finkelstein, A., S. Taubman, B. Wright, M. Bernstein, J. Gruber, J.… (2012) The oregon health insurance experiment: Evidence from the first year | 0.811 | 5 | 2 | 80% |
| 8 | Tabord-Meehan, M (2022) Stratification trees for adaptive randomisation in randomised controlled trials | 0.811 | 4 | 2 | 100% |
| 9 | Abadie, A. and G. W. Imbens (2008) Estimation of the conditional variance in paired experiments | 0.737 | 3 | 2 | 100% |
| 10 | Hahn, J., K. Hirano, and D. Karlan (2011) Adaptive experimental design using the propensity score | 0.737 | 3 | 2 | 100% |
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arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.