*Dear all,
Please join us for the Applied Statistics Workshop (Gov 3009) this
Wednesday, September 26 from 12.00 - 1.30 pm in CGIS Knafel Room 354. Luke
Miratrix, Assistant Professor of Statistics in the Department of Statistics
at Harvard University, will give a presentation entitled "Random Weight
Estimators: Adjusting Randomized Trials Without Using Observed Outcomes". As
always, a light lunch will be provided.
Abstract:*
To increase the precision of a randomized trial, experimenters often adjust
estimates of treatment effects using baseline
covariates thought to predict
the outcome of interest. In a previous paper, we proved that even under the
Neyman-Rubin model, if the covariates and the method for adjustment are
determined before randomization, this process can increase precision in a
manner quite similar to a comparable blocked experiment. Typically,
however, experimenters wish to adjust for the covariates that are most
imbalanced between treatment and control, given the realized randomization.
This leads to a much vexed variable selection problem that depends on the
observed treatment assignment. To understand the issues behind this
process, we examine a class of estimators we call "Random Weight
Estimators" that adjust treatment effect estimates by weighting units with
weights depending on a function on treatment assignment and covariates.
While similar in spirit to blocking, these estimators can be applied "after
the fact,'' i.e., after randomization has occurred, allowing them to
naturally adapt to the observed treatment assignment. They can also adjust
for many different covariates at once, including continuous ones. This
class is quite general, and it includes traditional methods such as
ordinary linear regression. Using our framework, we show, under the
Neyman-Rubin model, how one can easily introduce potential bias using what
would seem to be legitimate and simple approaches, especially in small and
midsize experiments. Care must be taken with many forms of adjustment, even
if an approach is selected without regard to any actual outcomes. We also
extend this methodology to survey experiments, giving an appropriate and
near-unbiased estimator for the treatment effect of a parent population.
Throughout the talk, we illustrate this overall framework.
**
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An up-to-date schedule for the workshop is available at
http://www.iq.harvard.edu/events/node/1208.
**
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Best,
Konstantin
--
Konstantin Kashin
Ph.D. Candidate in Government
Harvard University
Mobile: 978-844-0538
E-mail: kkashin(a)fas.harvard.edu
Site:
http://www.konstantinkashin.com/<http://people.fas.harvard.edu/%7Ekkashi…