【生統中心 專題演講】Pairwise Sequential Randomization versus Re-randomization in the Era of Big Data
開始日期
2017-04-10 13:30:00
結束日期
2017-04-10 15:00:00
活動說明
主題：Pairwise Sequential Randomization versus Re-randomization in the Era of Big Data
Abstract: This article introduces a new randomization procedure to improve the covariate balance across treatment groups. Covariate balance is one of the most important concerns for successful comparative studies, such as causal inference and clinical trials, because it reduces bias and improves the accuracy of inference. However, chance imbalance may still exist in traditional randomized experiments, in which units are randomly allocated without using their covariate information. To address this issue, the proposed method allocates the units sequentially and adaptively, using information on the current level of imbalance and the incoming unit's covariate. With a large number of covariates or a large number of units, the proposed method shows substantial advantages over the traditional methods in terms of the covariate balance and computational time, making it an ideal technique in the era of big data. Furthermore, the proposed method attains the optimal covariate balance, in the sense that the estimated average treatment effect under the proposed method attains its minimum variance asymptotically. Numerical studies and real data analysis provide further evidence of the advantages of the proposed method.
【時間】106/04/10(一)下午13:30-15:00
【地點】大安校區B2 B204會議室
【講師】中國人民大學統計諮詢研究中心李揚主任
