This paper studies inference in two-stage randomized experiments with covariate-adaptive randomization. Here, by a two-stage randomized experiment, we mean one in which clusters (e.g., households, schools, or graph partitions) are first randomly assigned to different levels of treated fraction and then units within each treated clusters are randomly assigned to treatment or control according to its selected treated fraction; by covariate-adaptive randomization, we mean randomization schemes that first stratify according to baseline covariates and then assign treatment status so as to achieve ``balance'' within each stratum. We study estimation and inference of this design under two different asymptotic regimes: ``small strata'' and ``large strata'', which enable us to study a wide range of commonly used designs from the empirical literature. We establish conditions under which our estimators are consistent and asymptotically normal and construct consistent estimators of their corresponding asymptotic variances. Combining these results establishes the asymptotic validity of tests based on these estimators. We argue that ignoring covariate information at the design stage can lead to efficiency loss, and commonly used inference methods that ignore or improperly use covariate information can lead to either conservative or invalid inference. Then, we apply our results to studying optimal use of covariate information in two-stage designs, and show that a certain generalized matched-pair design achieves minimum asymptotic variance for each proposed estimator. A simulation study and empirical application confirm the practical relevance of our theoretical results.
翻译:在两阶段随机实验中,用共变调调适随机性随机性进行两阶段随机性实验中的推断。在这里,通过两阶段随机性实验,我们指的是在两种不同的随机性制度下,首先随机地将这一设计组(如住户、学校或图形分区)分配到不同层次的处理分数,然后将每个处理组内的单位根据所选的处理分数随机地分配到处理或控制;通过共变调随机性随机化,我们指的是随机性计划,首先根据基线共变调和分配处理状态进行分层分层,然后分配处理状态,以便在每一阶段实现“平衡”的适值性。我们研究这一设计组(如家庭、学校或图形分区分区分区或图形分区分区分区分区分区)的估算和推断,从而使我们能够从经验文献中研究广泛的常用设计。我们估算器的一致和随机性随机性随机性随机性,这些结果的对比性估算结果可以用来在两种不同的随机性设计阶段进行无偏差性测试,我们用来测量结果的精确性计算结果,然后用这些精确性估算结果来测量。