Hi all,
Our next meeting will be *Wednesday February 12*, where Adam Kapelner will
present research on* “**Harmonizing Optimized Designs with Classic
Randomization in Experiments**”. *
*Abstract:* There is a long debate in experimental design between the
classic randomization design of Fisher, Yates, Kempthorne, Cochran, and
those who advocate deterministic assignments based on notions of
optimality. In nonsequential trials comparing treatment and control,
covariate measurements for each subject are known in advance, and subjects
can be divided into two groups based on a criterion of imbalance. With the
advent of modern computing, this partition can be made nearly perfectly
balanced via numerical optimization, but these allocations are far from
random. These perfect allocations may endanger estimation relative to
classic randomization because unseen subject-specific characteristics can
be highly imbalanced. To demonstrate this,we consider different performance
criterions such as Efron’s worst-case analysis and our original tail
criterion of mean squared error. Under our tail criterion for the
differences-in-mean estimator, we prove asymptotically that the optimal
design must be more random than perfect balance but is less random than
completely random. Our result vindicates restricted designs that are used
regularly such as blocking and rerandomization. For a covariate-adjusted
estimator, balancing offers less rewards and it seems good performance is
achievable with complete randomization. Further work will provide a
procedure to find the explicit optimal design in different scenarios in
practice. Supplementary materials for this article are available online.
The paper can be found here
<https://amstat.tandfonline.com/doi/abs/10.1080/00031305.2020.1717619#.Xj1kflVKhhE>
.
*Where:* CGIS Knafel Building, Room K354 (see this link
<https://map.harvard.edu/?bld=04471&level=9> for directions).
*When: *Wednesday, February 12 at 12 noon - 1:30 pm.
As always, all are welcome and lunch will be provided.
Best,
Georgie
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