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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2510.04489 |
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Table of Contents:
- We study the design of experiments with multiple treatment levels, a setting common in clinical trials and online A/B/n testing. Unlike single-treatment studies, practical analyses of multi-treatment experiments typically first select a winning treatment, and then only estimate the effect therein. Motivated by this analysis paradigm, we propose a design for MUlti-treatment experiments that jointly maximizes the accuracy of winner Selection and effect Estimation (MUSE). Explicitly, we introduce a single objective that balances selection and estimation, and determine the unit allocation to treatments and control by optimizing this objective. Theoretically, we establish finite-sample guarantees and asymptotic equivalence between our proposal and the Neyman allocation for the true optimal treatment and control. Across simulations and a real data application, our method performs favorably in both selection and estimation compared to various standard alternatives.