Active Adaptive Experimental Design for Treatment Effect Estimation with Covariate Choices

arXiv:2403.03589v1 Announce Type: cross
Abstract: This study designs an adaptive experiment for efficiently estimating average treatment effect (ATEs). We consider an adaptive experiment where an experimenter sequentially samples an experimental unit from a covariate density decided by the experimenter and assigns a treatment. After assigning a treatment, the experimenter observes the corresponding outcome immediately. At the end of the experiment, the experimenter estimates an ATE using gathered samples. The objective of the experimenter is to estimate the ATE with a …

abstract arxiv cs.lg design designs econ.em experiment experimental samples stat.me stat.ml study treatment type