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Multicell experiments for marginal treatment effect estimation of digital ads

Caio Waisman, Brett R. Gordon

arXiv 27 Feb 2023 · Econometrics · publishedManagement Science (2025) · 1 citations (OpenAlex)

arXiv:2302.13857 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Randomized experiments with treatment and control groups are an important tool to measure the impacts of interventions. However, in experimental settings with one-sided noncompliance extant empirical approaches may not produce the estimands a decision maker needs to solve the problem of interest. For example, these experimental designs are common in digital advertising settings but typical methods do not yield effects that inform the intensive margin: how many consumers should be reached or how much should be spent on a campaign. We propose a solution that combines a novel multicell experimental design with modern estimation techniques that enables decision makers to solve problems with an intensive margin. Our design is straightforward to implement and does not require additional budget. We illustrate our method through simulations calibrated using an advertising experiment at Facebook, demonstrating its superior performance in various scenarios and its advantage over direct optimization approaches.

Citation extraction

58
references
84
in-text mentions
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distinct cited
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appendix boundary found by appendix_command · 63% of the source is main text. Read the extracted text to check this.

Most heavily cited references

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.

ReferenceIntensityMentionsSectionsMain text
1Brinch, C. N., Mogstad, M., and Wiswall, M (2017) Beyond LATE with a discrete instrument0.89911473%
2Gordon, B. R., Zettelmeyer, F., Bhargava, N., and Chapsky, D (2019) A comparison of approaches to advertising measurement: Evidence from big field experiments at Facebook self0.8434475%
3Mogstad, M., Santos, A., and Torgovitsky, A (2018) Using instrumental variables for inference about policy relevant treatment parameters0.8434375%
4Heckman, J. J. and Vytlacil, E (2005) Structural equations, treatment effects, and econometric policy evaluation0.73732100%
5Gordon, B. R., Moakler, R., and Zettelmeyer, F (2023) Close enough? A large-scale exploration of non-experimental approaches to advertising measurement self0.64422100%
6Johnson, G. A., Lewis, R. A., and Reiley, D. H (2016) Location, location, location: Repetition and proximity increase advertising effectiveness0.64422100%
7Sahni, N. S., Narayanan, S., and Kalyanam, K (2019) An experimental investigation of the effects of retargeted advertising: The role of frequency and timing0.64422100%
8Heckman, J. J., Urzua, S., and Vytlacil, E (2006) Understanding instrumental variables in models with essential heterogeneity0.5112250%
9Manski, C. F (1997) Monotone treatment response0.5112250%
10Zigler, C. M., Watts, K., Yeh, R. W., Wang, Y., Coull, B. A., and Do… (2013) Model feedback in Bayesian propensity score estimation0.5112250%

Showing the top 10 of 58 scored citations.