Covariate Ordered Systematic Sampling as an Improvement to Randomized Controlled Trials

Fuente: arXiv
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Autori principali: Jobson, Deddy, Yilin, Li, Nishimura, Naoki, Jie, Yang, Ohashi, Koya, Matsumoto, Takeshi
Natura: Preprint
Pubblicazione: 2024
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author Jobson, Deddy
Yilin, Li
Nishimura, Naoki
Jie, Yang
Ohashi, Koya
Matsumoto, Takeshi
author_facet Jobson, Deddy
Yilin, Li
Nishimura, Naoki
Jie, Yang
Ohashi, Koya
Matsumoto, Takeshi
contents The Randomized Controlled Trial (RCT) or A/B testing is considered the gold standard method for estimating causal effects. Fisher famously advocated randomly allocating experiment units into treatment and control groups to preclude systematic biases. We propose a variant of systematic sampling called Covariate Ordered Systematic Sampling (COSS). In COSS, we order experimental units using a pre-experiment covariate and allocate them alternately into treatment and control groups. Using theoretical proofs, experiments on simulated data, and hundreds of A/B tests conducted within 3 real-world marketing campaigns, we show how our method achieves better sensitivity gains than commonly used variance reduction techniques like CUPED while retaining the simplicity of RCTs.
format Preprint
id arxiv_https___arxiv_org_abs_2404_10381
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Covariate Ordered Systematic Sampling as an Improvement to Randomized Controlled Trials
Jobson, Deddy
Yilin, Li
Nishimura, Naoki
Jie, Yang
Ohashi, Koya
Matsumoto, Takeshi
Methodology
Applications
The Randomized Controlled Trial (RCT) or A/B testing is considered the gold standard method for estimating causal effects. Fisher famously advocated randomly allocating experiment units into treatment and control groups to preclude systematic biases. We propose a variant of systematic sampling called Covariate Ordered Systematic Sampling (COSS). In COSS, we order experimental units using a pre-experiment covariate and allocate them alternately into treatment and control groups. Using theoretical proofs, experiments on simulated data, and hundreds of A/B tests conducted within 3 real-world marketing campaigns, we show how our method achieves better sensitivity gains than commonly used variance reduction techniques like CUPED while retaining the simplicity of RCTs.
title Covariate Ordered Systematic Sampling as an Improvement to Randomized Controlled Trials
topic Methodology
Applications
url https://arxiv.org/abs/2404.10381