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Interference Produces False-Positive Pricing Experiments

Lars Roemheld, Justin Rao

arXiv 22 Feb 2024 · Statistics — Applications

arXiv:2402.14538 · PDF · DOI · OpenAlex · Extracted main text

Abstract

It is standard practice in online retail to run pricing experiments by randomizing at the article-level, i.e. by changing prices of different products to identify treatment effects. Due to customers' cross-price substitution behavior, such experiments suffer from interference bias: the observed difference between treatment groups in the experiment is typically significantly larger than the global effect that could be expected after a roll-out decision of the tested pricing policy. We show in simulations that such bias can be as large as 100%, and report experimental data implying bias of similar magnitude. Finally, we discuss approaches for de-biased pricing experiments, suggesting observational methods as a potentially attractive alternative to clustering.

Citation extraction

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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
1Cooprider el al., “Science of price experimentation at Amazon”. AEA (2023)0.64422100%
2Karrer et al., “Network Experimentation at Scale”. Proceedings of th… (2021)0.64422100%
3Bajari et al., “Experimentation in Marketplaces”. Statistical Science (2023)0.40511100%
4Berman et al., “False Discovery in A/B Testing”. Management Science… (2022)0.40511100%
5Brandes et al., "On Modularity Clustering". IEEE Transactions on Kno… (2008)0.40511100%
6Eckles et al. “Design and Analysis of Experiments in Networks: Reduc… (2016)0.40511100%
7Holtz et al., "Reducing interference bias in online marketplace pric… (2020)0.40511100%

Showing the top 7 of 7 scored citations.