In this paper, we study the design and analysis of experiments conducted on a set of units over multiple time periods where the starting time of the treatment may vary by unit. The design problem involves selecting an initial treatment time for each unit in order to most precisely estimate both the instantaneous and cumulative effects of the treatment. We first consider non-adaptive experiments, where all treatment assignment decisions are made prior to the start of the experiment. For this case, we show that the optimization problem is generally NP-hard, and we propose a near-optimal solution. Under this solution, the fraction entering treatment each period is initially low, then high, and finally low again. Next, we study an adaptive experimental design problem, where both the decision to continue the experiment and treatment assignment decisions are updated after each period's data is collected. For the adaptive case, we propose a new algorithm, the Precision-Guided Adaptive Experiment (PGAE) algorithm, that addresses the challenges at both the design stage and at the stage of estimating treatment effects, ensuring valid post-experiment inference accounting for the adaptive nature of the design. Using realistic settings, we demonstrate that our proposed solutions can reduce the opportunity cost of the experiments by over 50%, compared to static design benchmarks.
翻译:在本文中,我们研究了在多个时间段内对一组单位进行实验的设计和分析,其中每个单位的治疗起始时间可能有所不同。设计问题涉及选择每个单位的初始治疗时间,以最精确地估计治疗的瞬时效应和累积效应。我们首先考虑非自适应实验,其中所有治疗分配决策均在实验开始之前做出。对于这种情况,我们证明了优化问题通常是NP-hard的,并提出了一种近似最优解。在这种解决方案下,每个时间段进入治疗的比例一开始很低,然后变高,最后再次变低。接下来,我们研究自适应实验设计问题,其中在收集每个时间段的数据后,决定是否继续实验和治疗分配决策都会更新。对于自适应情况,我们提出了一种新算法——精度导向自适应实验(PGAE)算法,它解决了设计阶段和估计治疗效应阶段的挑战,确保针对设计的自适应性的后期实验推断的有效性。使用实际设置,我们证明我们提出的解决方案相对于静态设计基准可以将实验的机会成本减少50%以上。