Regression-adjusted average treatment effect estimates in stratified randomized experiments

DOI10.1093/BIOMET/ASAA038zbMATH Open1457.62046arXiv1908.01628OpenAlexW3034992734MaRDI QIDQ5145706FDOQ5145706

Yuehan Yang, Hanzhong Liu

Publication date: 21 January 2021

Published in: Biometrika (Search for Journal in Brave)

Abstract: Researchers often use linear regression to analyse randomized experiments to improve treatment effect estimation by adjusting for imbalances of covariates in the treatment and control groups. Our work offers a randomization-based inference framework for regression adjustment in stratified randomized experiments. Under mild conditions, we re-establish the finite population central limit theorem for a stratified experiment. We prove that both the stratified difference-in-means and the regression-adjusted average treatment effect estimators are consistent and asymptotically normal. The asymptotic variance of the latter is no greater and is typically lesser than that of the former. We also provide conservative variance estimators to construct large-sample confidence intervals for the average treatment effect.

Full work available at URL: https://arxiv.org/abs/1908.01628

zbMATH Keywords

randomized experimentsrandomization-based inferencestratified samplingblockingrandomized block design

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Sampling theory, sample surveys (62D05) Statistical block designs (62K10)

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