Switchback Experiments under Geometric Mixing
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arXiv
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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2022
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| _version_ | 1866911316154777600 |
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| author | Hu, Yuchen Wager, Stefan |
| author_facet | Hu, Yuchen Wager, Stefan |
| contents | The switchback is an experimental design that measures treatment effects by repeatedly turning an intervention on and off for a whole system. Switchback experiments are a robust way to overcome cross-unit spillover effects; however, they are vulnerable to bias from temporal carryovers. In this paper, we consider properties of switchback experiments in Markovian systems that mix at a geometric rate. We find that, in this setting, standard switchback designs suffer considerably from carryover bias: Their estimation error decays as $T^{-1/3}$ in terms of the experiment horizon $T$, whereas in the absence of carryovers a faster rate of $T^{-1/2}$ would have been possible. We also show, however, that judicious use of burn-in periods can considerably improve the situation, and enables errors that decay as $\log(T)^{1/2}T^{-1/2}$. Our formal results are mirrored in an empirical evaluation. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2209_00197 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Switchback Experiments under Geometric Mixing Hu, Yuchen Wager, Stefan Methodology Econometrics The switchback is an experimental design that measures treatment effects by repeatedly turning an intervention on and off for a whole system. Switchback experiments are a robust way to overcome cross-unit spillover effects; however, they are vulnerable to bias from temporal carryovers. In this paper, we consider properties of switchback experiments in Markovian systems that mix at a geometric rate. We find that, in this setting, standard switchback designs suffer considerably from carryover bias: Their estimation error decays as $T^{-1/3}$ in terms of the experiment horizon $T$, whereas in the absence of carryovers a faster rate of $T^{-1/2}$ would have been possible. We also show, however, that judicious use of burn-in periods can considerably improve the situation, and enables errors that decay as $\log(T)^{1/2}T^{-1/2}$. Our formal results are mirrored in an empirical evaluation. |
| title | Switchback Experiments under Geometric Mixing |
| topic | Methodology Econometrics |
| url | https://arxiv.org/abs/2209.00197 |