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Adaptive Experimental Design Using the Propensity Score AgEcon
Hahn, Jinyong; Hirano, Keisuke; Karlan, Dean S..
Many social experiments are run in multiple waves, or are replications of earlier social experiments. In principle, the sampling design can be modified in later stages or replications to allow for more efficient estimation of causal effects. We consider the design of a two-stage experiment for estimating an average treatment effect, when covariate information is available for experimental subjects. We use data from the first stage to choose a conditional treatment assignment rule for units in the second stage of the experiment. This amounts to choosing the propensity score, the conditional probability of treatment given covariates. We propose to select the propensity score to minimize the asymptotic variance bound for estimating the average treatment...
Tipo: Working or Discussion Paper Palavras-chave: Experimental design; Propensity score; Efficiency bound; Research Methods/ Statistical Methods; C1; C14; C9; C93; C13.
Ano: 2009 URL: http://purl.umn.edu/47107
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