Adaptive Experimental Design Using the Propensity Score

A-Tier
Journal: Journal of Business & Economic Statistics
Year: 2011
Volume: 29
Issue: 1
Pages: 96-108

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Many social experiments are run in multiple waves or replicate earlier social experiments. In principle, the sampling design can be modified in later stages or replications to allow for more efficient estimation of causal effects. We consider the design of a two-stage experiment for estimating an average treatment effect when covariate information is available for experimental subjects. We use data from the first stage to choose a conditional treatment assignment rule for units in the second stage of the experiment. This amounts to choosing the <italic>propensity score</italic>, the conditional probability of treatment given covariates. We propose to select the propensity score to minimize the asymptotic variance bound for estimating the average treatment effect. Our procedure can be implemented simply using standard statistical software and has attractive large-sample properties.

Technical Details

RePEc Handle
repec:taf:jnlbes:v:29:y:2011:i:1:p:96-108
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25