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Some statistical testing methods that could be used in online experimentation

Repeated Measurement Experiments

  1. Why do we use repeated measurements:
  • Repeated measurement from a single subject provide more information than a single measurement obtained from a single subject, which improves the power of our study
  • Each subject can serve as his/her own control (Diff-diff thought)
  • We could separate the aging effects (changes over time effects, accumulative effects for online experimentation)
  1. Why difference-in-difference method could be wrong in experiment analysis
  • One group pre-post test
  • Two groups pre-post test
  1. How to do the correct analysis for longitudinal dataset ?
  • Repeated Measurement ANOVA - compound symmetry assumption possibly works for two data points scenarior, but not valid for more generalized repeated measurement
  • Paired T-Test for Two Time Points -- Solve the issue
  • GEE Model - gee_simulation.Rmd -- It doesn't solve the issue, from the simulation result, we have seen ~ 0% type one error and low power
  • Mixed Effects Model

Cluster Randomized Experiment (cluster_difference_in_means_simulation.Rmd)

  1. Why do we use clustrer randomized experiment ?
  • Sometimes, the unit randomization is infeasible or undesirable, the outcome measures are only available at the level of the cluster, or when unit interference with each other (Network Effects / Spillover Effects)
  1. Issues/challenges with cluster randomized experiment (All the examples are included in the R file)
  • The regular difference-in-means estimator is no longer unbiased (Mean of all samples in the treament cohort - mean of all samples in control cohort)
  • Horvitz-Thompson estimator is unbiased, but suffers from high variance & non-invariance
  • Des Raj difference estimator
  1. List of paper on this topic that I have read
  • Unbiased Estimation of the Average Treatment Effect in Cluster-Randomized Experiments

This paper explains why the regular difference-in-means estimator is biased, and it introduces an unbiased estimator for the average treatment effect of cluster randomized experiment

  • Network A/B Testing: From Sampling to Estimation

Network Effects

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