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