Enhancing External Validity of Experiments with Ongoing Sampling

Fuente: arXiv
Enregistré dans:
Détails bibliographiques
Auteurs principaux: Wang, Chen, Han, Shichao, Huang, Shan
Format: Preprint
Publié: 2025
Sujets:
Accès en ligne:
Tags: Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
_version_ 1866914426138918912
author Wang, Chen
Han, Shichao
Huang, Shan
author_facet Wang, Chen
Han, Shichao
Huang, Shan
contents Participants in online experiments often enroll over time, which can compromise sample representativeness due to temporal shifts in covariates. This issue is particularly critical in A/B tests, online controlled experiments extensively used to evaluate product updates, since these tests are cost-sensitive and typically short in duration. We propose a novel framework that dynamically assesses sample representativeness by dividing the ongoing sampling process into three stages. We then develop stage-specific estimators for Population Average Treatment Effects (PATE), ensuring that experimental results remain generalizable across varying experiment durations. Leveraging survival analysis, we develop a heuristic function that identifies these stages without requiring prior knowledge of population or sample characteristics, thereby keeping implementation costs low. Our approach bridges the gap between experimental findings and real-world applicability, enabling product decisions to be based on evidence that accurately represents the broader target population. We validate the effectiveness of our framework on three levels: (1) through a real-world online experiment conducted on WeChat; (2) via a synthetic experiment; and (3) by applying it to 600 A/B tests on WeChat in a platform-wide application. Additionally, we provide practical guidelines for practitioners to implement our method in real-world settings.
format Preprint
id arxiv_https___arxiv_org_abs_2502_18253
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Enhancing External Validity of Experiments with Ongoing Sampling
Wang, Chen
Han, Shichao
Huang, Shan
General Economics
Economics
Applications
Participants in online experiments often enroll over time, which can compromise sample representativeness due to temporal shifts in covariates. This issue is particularly critical in A/B tests, online controlled experiments extensively used to evaluate product updates, since these tests are cost-sensitive and typically short in duration. We propose a novel framework that dynamically assesses sample representativeness by dividing the ongoing sampling process into three stages. We then develop stage-specific estimators for Population Average Treatment Effects (PATE), ensuring that experimental results remain generalizable across varying experiment durations. Leveraging survival analysis, we develop a heuristic function that identifies these stages without requiring prior knowledge of population or sample characteristics, thereby keeping implementation costs low. Our approach bridges the gap between experimental findings and real-world applicability, enabling product decisions to be based on evidence that accurately represents the broader target population. We validate the effectiveness of our framework on three levels: (1) through a real-world online experiment conducted on WeChat; (2) via a synthetic experiment; and (3) by applying it to 600 A/B tests on WeChat in a platform-wide application. Additionally, we provide practical guidelines for practitioners to implement our method in real-world settings.
title Enhancing External Validity of Experiments with Ongoing Sampling
topic General Economics
Economics
Applications
url https://arxiv.org/abs/2502.18253