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Experimental Design Methods for Treatment Effect Estimation Under Constraints
Experimental Design Methods for Treatment Effect Estimation Under Constraints
Experimental Design Methods for Treatment Effect Estimation Under Constraints

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자료유형  
 학위논문 서양
최종처리일시  
20260202104746
ISBN  
9798290652559
DDC  
790
저자명  
Morrison, Timothy.
서명/저자  
Experimental Design Methods for Treatment Effect Estimation Under Constraints
발행사항  
[Sl] : Stanford University, 2025
발행사항  
Ann Arbor : ProQuest Dissertations & Theses, 2025
형태사항  
125 p
주기사항  
Source: Dissertations Abstracts International, Volume: 87-01, Section: A.
주기사항  
Advisor: Owen, Art.
학위논문주기  
Thesis (Ph.D.)--Stanford University, 2025.
초록/해제  
요약Across tech platforms, medical trials, and a host of other settings, causal experiments are a pop-ular procedure to obtain "gold standard" estimates of treatment effects. Despite their ostensible simplicity, such experiments can present a host of challenges. For instance, there may be ethical or economic constraints on who can receive treatment, there may be non-compliance issues that render direct treatment assignment impossible, and there may be a desire to maintain constant marginal treatment probabilities for fairness and interpretability.Moreover, experiments are quite resource intensive. The process of collecting and tracking study participants can be time-consuming and expensive, and many companies employ whole teams of statisticians who are responsible for design implementation. Hence, it is beneficial to ensure that each experiment is as powerful as possible and results in a final treatment effect estimate with low variance. To that end, this thesis studies three problems in experimental design that each involve deriving a low-variance estimate of a treatment effect under constraints.1.1 Multivariate tie-breaker designsIn Chapter 2 we introduce multivariate tie-breaker designs, which are inspired by the univariate work of Owen and Varian (2020). In a tie-breaker design (TBD), subjects with high values of a running variable are given some (usually desirable) treatment, subjects with low values are not, and subjects in the middle are randomized. TBDs are intermediate between regression discontinuity designs (RDDs) and randomized controlled trials (RCTs). TBDs allow a tradeoff between the resource allocation efficiency of an RDD and the statistical efficiency of an RCT.We study a model where the expected response is one multivariate regression for treated subjects and another for control subjects. We propose a prospective D-optimality, analogous to Bayesian op-timal design, to understand design tradeoffs without reference to a specific data set. For given covariates, we show how to use convex optimization to choose treatment probabilities that optimize this criterion. We can incorporate a variety of constraints motivated by economic and ethical con-siderations. In our model, D-optimality for the treatment effect coincides with D-optimality for the whole regression, and, without constraints, an RCT is globally optimal.We show that a monotonicity constraint favoring more deserving subjects induces sparsity in the number of distinct treatment probabilities. We apply the convex optimization solution to a semi-synthetic example involving triage data from the MIMIC-IV-ED database.1.2 Constrained design of a binary instrument in a partially linear modelIn Chapter 3 we study the question of how best to assign an encouragement in a randomized encouragement study. In our setting, units arrive with covariates, receive a nudge toward treatment or control, acquire one of those statuses in a way that need not align with the nudge, and finally have a response observed. The nudge can be modeled as a binary instrument if one assumes that it affects the response only via the treatment status. Our goal is to assign the nudge as a function of covariates in a way that best estimates the local average treatment effect (LATE).We assume a partially linear model, wherein the baseline model is non-parametric and the treat-ment term is linear in the covariates.
일반주제명  
Design optimization
일반주제명  
Convex analysis
일반주제명  
Ethics
일반주제명  
Sample variance
일반주제명  
Blood pressure
기타저자  
Stanford University.
기본자료저록  
Dissertations Abstracts International. 87-01A.
전자적 위치 및 접속  
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■0820  ▼a790
■1001  ▼aMorrison,  Timothy.
■24510▼aExperimental  Design  Methods  for  Treatment  Effect  Estimation  Under  Constraints
■260    ▼a[Sl]▼bStanford  University▼c2025
■260  1▼aAnn  Arbor▼bProQuest  Dissertations  &  Theses▼c2025
■300    ▼a125  p
■500    ▼aSource:  Dissertations  Abstracts  International,  Volume:  87-01,  Section:  A.
■500    ▼aAdvisor:  Owen,  Art.
■5021  ▼aThesis  (Ph.D.)--Stanford  University,  2025.
■520    ▼aAcross  tech  platforms,  medical  trials,  and  a  host  of  other  settings,  causal  experiments  are  a  pop-ular  procedure  to  obtain  "gold  standard"  estimates  of  treatment  effects.  Despite  their  ostensible  simplicity,  such  experiments  can  present  a  host  of  challenges.  For  instance,  there  may  be  ethical  or  economic  constraints  on  who  can  receive  treatment,  there  may  be  non-compliance  issues  that  render  direct  treatment  assignment  impossible,  and  there  may  be  a  desire  to  maintain  constant  marginal  treatment  probabilities  for  fairness  and  interpretability.Moreover,  experiments  are  quite  resource  intensive.  The  process  of  collecting  and  tracking  study  participants  can  be  time-consuming  and  expensive,  and  many  companies  employ  whole  teams  of  statisticians  who  are  responsible  for  design  implementation.  Hence,  it  is  beneficial  to  ensure  that  each  experiment  is  as  powerful  as  possible  and  results  in  a  final  treatment  effect  estimate  with  low  variance.  To  that  end,  this  thesis  studies  three  problems  in  experimental  design  that  each  involve  deriving  a  low-variance  estimate  of  a  treatment  effect  under  constraints.1.1  Multivariate  tie-breaker  designsIn  Chapter  2  we  introduce  multivariate  tie-breaker  designs,  which  are  inspired  by  the  univariate  work  of  Owen  and  Varian  (2020).  In  a  tie-breaker  design  (TBD),  subjects  with  high  values  of  a  running  variable  are  given  some  (usually  desirable)  treatment,  subjects  with  low  values  are  not,  and  subjects  in  the  middle  are  randomized.  TBDs  are  intermediate  between  regression  discontinuity  designs  (RDDs)  and  randomized  controlled  trials  (RCTs).  TBDs  allow  a  tradeoff  between  the  resource  allocation  efficiency  of  an  RDD  and  the  statistical  efficiency  of  an  RCT.We  study  a  model  where  the  expected  response  is  one  multivariate  regression  for  treated  subjects  and  another  for  control  subjects.  We  propose  a  prospective  D-optimality,  analogous  to  Bayesian  op-timal  design,  to  understand  design  tradeoffs  without  reference  to  a  specific  data  set.  For  given  covariates,  we  show  how  to  use  convex  optimization  to  choose  treatment  probabilities  that  optimize  this  criterion.  We  can  incorporate  a  variety  of  constraints  motivated  by  economic  and  ethical  con-siderations.  In  our  model,  D-optimality  for  the  treatment  effect  coincides  with  D-optimality  for  the  whole  regression,  and,  without  constraints,  an  RCT  is  globally  optimal.We  show  that  a  monotonicity  constraint  favoring  more  deserving  subjects  induces  sparsity  in  the  number  of  distinct  treatment  probabilities.  We  apply  the  convex  optimization  solution  to  a  semi-synthetic  example  involving  triage  data  from  the  MIMIC-IV-ED  database.1.2  Constrained  design  of  a  binary  instrument  in  a  partially  linear  modelIn  Chapter  3  we  study  the  question  of  how  best  to  assign  an  encouragement  in  a  randomized  encouragement  study.  In  our  setting,  units  arrive  with  covariates,  receive  a  nudge  toward  treatment  or  control,  acquire  one  of  those  statuses  in  a  way  that  need  not  align  with  the  nudge,  and  finally  have  a  response  observed.  The  nudge  can  be  modeled  as  a  binary  instrument  if  one  assumes  that  it  affects  the  response  only  via  the  treatment  status.  Our  goal  is  to  assign  the  nudge  as  a  function  of  covariates  in  a  way  that  best  estimates  the  local  average  treatment  effect  (LATE).We  assume  a  partially  linear  model,  wherein  the  baseline  model  is  non-parametric  and  the  treat-ment  term  is  linear  in  the  covariates.
■590    ▼aSchool  code:  0212.
■650  4▼aDesign  optimization
■650  4▼aConvex  analysis
■650  4▼aEthics
■650  4▼aSample  variance
■650  4▼aBlood  pressure
■690    ▼a0394
■71020▼aStanford  University.
■7730  ▼tDissertations  Abstracts  International▼g87-01A.
■790    ▼a0212
■791    ▼aPh.D.
■792    ▼a2025
■793    ▼aEnglish
■85640▼uhttp://www.riss.kr/pdu/ddodLink.do?id=T17358748▼nKERIS▼z이  자료의  원문은  한국교육학술정보원에서  제공합니다.

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