[gov3009-l] Gov 3009 Applied Statistics Workshop (3/9) -- Iavor Bojinov

Dear Applied Statistics Workshop Community, Our next meeting of the semester will be at *12:10 pm (EST) Wednesday, March 9*, where Iavor Bojinov <https://www.ibojinov.com> (Harvard University) presents "Design and Analysis of Switchback Experiments." *Abstract* Switchback experiments, where a firm sequentially exposes an experimental unit to random treatments, are among the most prevalent designs used in the technology sector, with applications ranging from ride-hailing platforms to online marketplaces. Although practitioners have widely adopted this technique, the derivation of the optimal design has been elusive, hindering practitioners from drawing valid causal conclusions with enough statistical power. We address this limitation by deriving the optimal design of switchback experiments under a range of different assumptions on the order of the carryover effect --- the length of time a treatment persists in impacting the outcome. We cast the optimal experimental design problem as a minimax discrete optimization problem, identify the worst-case adversarial strategy, establish structural results, and solve the reduced problem via a continuous relaxation. For switchback experiments conducted under the optimal design, we provide two approaches for performing inference. The first provides exact randomization based $p$-values, and the second uses a new finite population central limit theorem to conduct conservative hypothesis tests and build confidence intervals. We further provide theoretical results when the order of the carryover effect is misspecified and provide a data-driven procedure to identify the order of the carryover effect. We conduct extensive simulations to study the numerical performance and empirical properties of our results, and conclude with practical suggestions. *Where:* CGIS Knafel Building, Room K354 (See this link <https://map.harvard.edu/?bld=04471&level=9> for directions). *When:* Wednesday, March 9 at 12:10 - 1:30 pm. (Bagged lunches available for pick-up at CGIS K354 *11:30 - 11:45 am*, for the participants who responded to our previous survey. The CGIS cafe on the first floor has been designated as an eating area, and participants may also use outdoor spaces for lunch. Please be present at K354 by 12:10 pm for the presentations.) *Zoom link*: https://harvard.zoom.us/j/97004196610?pwd=eGFydkF5RDRjUlk5RVcyTjV6OStUQT09 (For the participants who cannot join the session physically.) *Schedule of the workshop*: https://projects.iq.harvard.edu/applied.stats.workshop-gov3009 Looking forward to seeing you all on Wednesday! Best, Sooahn