Inference of Sample Complier Average Causal Effects under Experiments with Completely Randomized Design and Computer Assisted Balance-Improving Designs
Non-compliance is common in real world experiments. We focus on inference about the sample complier average causal effect, that is, the average treatment effect for experimental units who are compliers. We present three types of inference strategies for the sample complier average causal effect: the...
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Zusammenfassung: | Non-compliance is common in real world experiments. We focus on inference
about the sample complier average causal effect, that is, the average treatment
effect for experimental units who are compliers. We present three types of
inference strategies for the sample complier average causal effect: the Wald
estimator, regression adjustment estimators and model-based Bayesian inference.
Because modern computer assisted experimental designs have been used to improve
covariate balance over complete randomization, we discuss inference under both
complete randomization and a specific computer assisted experimental design -
Mahalanobis distance based rerandomization, under which asymptotic properties
of the Wald estimator and regression adjustment estimators can be derived. We
use Monte Carlo simulation to compare the finite sample performance of the
methods under both experimental designs. We find that under either design, the
Bayesian method performs the best because it is stable, it yields smallest
median absolute error and smallest median interval length. The improvement by
the Bayesian method is especially large when the fraction of compliers is
small. We present an application to a job training experiment with
non-compliance. |
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DOI: | 10.48550/arxiv.2310.02507 |