Jan Kemper, Davud Rostam-Afschar
arXiv 10 Dec 2025 · Econometrics
arXiv:2512.10156 · PDF · DOI · OpenAlex · Extracted main text
The advantages of adaptive experiments have led to their rapid adoption in economics, other fields, as well as among practitioners. However, adaptive experiments pose challenges for causal inference. This note suggests a BOLS (batched ordinary least squares) test statistic for inference of treatment effects in adaptive experiments. The statistic provides a precision-equalizing aggregation of per-period treatment-control differences under heteroskedasticity. The combined test statistic is a normalized average of heteroskedastic per-period z-statistics and can be used to construct asymptotically valid confidence intervals. We provide simulation results comparing rejection rates in the typical case with few treatment periods and few (or many) observations per batch.
appendix boundary found by appendix_command · 89% of the source is main text. Read the extracted text to check this.
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 | Zhang, Kelly and Janson, Lucas and Murphy, Susan (2020) Inference for Batched Bandits | 1.000 | 5 | 3 | 100% |
| 2 | Hadad, Vitor and Hirshberg, David A. and Zhan, Ruohan and Wager, Ste… (2021) Confidence Intervals for Policy Evaluation in Adaptive Experiments | 0.644 | 2 | 2 | 100% |
| 3 | Hirano, Keisuke and Porter, Jack R (2025) Asymptotic Representations for Sequential Decisions, Adaptive Experiments, and Batched Bandits | 0.644 | 2 | 2 | 100% |
| 4 | Avivi, Hadar and Kline, Patrick and Rose, Evan and Walters, Christop… (2021) Adaptive Correspondence Experiments | 0.405 | 1 | 1 | 100% |
| 5 | Caria, A. Stefano and Gordon, Grant and Kasy, Maximilian and Quinn,… (2023) An Adaptive Targeted Field Experiment: Job Search Assistance for Refugees in Jordan | 0.405 | 1 | 1 | 100% |
| 6 | Gaul, Johannes J. and Keusch, Florian and Rostam-Afschar, Davud and… (2025) Invitation Messages for Business Surveys: A Multi-Armed Bandit Experiment self | 0.405 | 1 | 1 | 100% |
| 7 | Hoffmann, M. and Picard, Bertille and Marie, C. and Bied, G (2023) An Adaptive Experiment to Boost Online Skill Signaling and Visibility | 0.405 | 1 | 1 | 100% |
| 8 | Kasy, Maximilian and Sautmann, Anja (2021) Adaptive Treatment Assignment in Experiments for Policy Choice | 0.405 | 1 | 1 | 100% |
| 9 | Offer-Westort, Molly and Coppock, Alexander and Green, Donald P (2021) Adaptive Experimental Design: Prospects and Applications in Political Science | 0.405 | 1 | 1 | 100% |
| 10 | Tabord-Meehan, Max (2023) Stratification Trees for Adaptive Randomisation in Randomised Controlled Trials | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 10 scored citations.