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A Conditional Randomization Test to Account for Covariate Imbalance in Randomized Experiments

Citation:

Hennessy J, Dasgupta T, Miratrix L, C. P, Sarkar P. A Conditional Randomization Test to Account for Covariate Imbalance in Randomized Experiments. Journal of Causal Inference. 2016;4 (1) :61-80.
a_conditional_randomization_test_to_account_for_covariate_imbalance_in_randomized_experiments_2016_01.pdf3.6 MB

Abstract:

 

We consider the conditional randomization t
est as a way to account for covariate imbalance
in randomized experiments. The test accounts for co
variate imbalance by comparing the observed test
statistic to the null distribution of the test statistic conditional on the observed covariate imbalance.
We prove that the conditional randomization test
has the correct significance level and introduce
original notation to describe covariate balance more formally. Through simulation, we verify that
conditional randomization tests behave like more t
raditional forms of covariate adjustment but have
the added benefit of having the correct conditional s
ignificancelevel.Finally,weapplytheapproach
to  a  randomized  product  marketing  experiment  where  covariate  information  was  collected  after

We consider the conditional randomization test as a way to account for covariate imbalance in randomized experiments. The test accounts for covariate imbalance by comparing the observed test statistic to the null distribution of the test statistic conditional on the observed covariate imbalance. We prove that the conditional randomization test has the correct significance level and introduce original notation to describe covariate balance more formally. Through simulation, we verify that conditional randomization tests behave like more traditional forms of covariate adjustment but have the added benefit of having the correct conditional significance level. Finally, we apply the approach to a randomized product marketing experiment where covariate information was collected after randomization.

Last updated on 03/23/2017