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20161216 Asymptotic Theory of Rerandomization in Treatment-Control Experiments
时间:2016-12-14

时间:1216日周五晚600-7:00

地点:明德主楼1030

报告人:丁鹏 (Department of Statistics,UC Berkeley)

 

Title:

Asymptotic Theory of Rerandomization in Treatment-Control Experiments

 

Abstract:

Although complete randomization ensures covariate balance on average, the chance for observing significant differences between treatment and control covariate distributions increases with many covariates. Rerandomization discards randomizations that do not satisfy a predetermined covariate balance criterion, generally resulting in better covariate balance and more precise estimates of causal effects. Previous theory has derived finite sample theory for rerandomization under the assumptions of equal treatment group sizes, Gaussian covariate and outcome distributions, or additive causal effects, but not for the general sampling distribution of the difference-in-means estimator for the average causal effect. To supplement existing results, we develop asymptotic theory for rerandomization without these assumptions, which reveals a non-Gaussian asymptotic distribution for this estimator, specifically a linear combination of a Gaussian random variable and a truncated Gaussian random variable. This distribution follows because rerandomization affects only the projection of potential outcomes onto the covariate space but does not affect the corresponding orthogonal residuals. Our work allows the construction of accurate large-sample confidence intervals for the average causal effect, thereby revealing further advantages of rerandomization over complete randomization.

 

 

bio:

Peng Ding studied at Peking University from 2004-2011, obtaining B.S. in Mathematics, B.A. in Economics and M.S. in Statistics. He graduated with Ph.D. in Statistics from Harvard University, and joined the Harvard T. H. Chan School of Public Health as a postdoctoral researcher in Epidemiology until December 2015. From January 2016, he has been an Assistant Professor in Statistics at the University of California, Berkeley.