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How to measure the incremental Return On Ad Spend (iROAS) is a fundamental problem for the online advertising industry. A standard modern tool is to run randomized geo experiments, where experimental units are non-overlapping ad-targetable geographical areas (Vaver & Koehler 2011). However, how to design a reliable and cost-effective geo experiment can be complicated, for example: 1) the number of geos is often small, 2) the response metric (e.g. revenue) across geos can be very heavy-tailed due to geo heterogeneity, and furthermore 3) the response metric can vary dramatically over time. To address these issues, we propose a robust nonparametric method for the design, called Trimmed Match Design (TMD), which extends the idea of Trimmed Match (Chen & Au 2019) and furthermore integrates the techniques of optimal subset pairing and sample splitting in a novel and systematic manner. Some simulation and real case studies are presented. We also point out a few open problems for future research.
Instrumental variable methods are widely used in medical and social science research to draw causal conclusions when the treatment and outcome are confounded by unmeasured confounding variables. One important feature of such studies is that the instr
Treatment switching in a randomized controlled trial is said to occur when a patient randomized to one treatment arm switches to another treatment arm during follow-up. This can occur at the point of disease progression, whereby patients in the contr
We review recent literature that proposes to adapt ideas from classical model based optimal design of experiments to problems of data selection of large datasets. Special attention is given to bias reduction and to protection against confounders. Som
Motivation: Although principal component analysis is frequently applied to reduce the dimensionality of matrix data, the method is sensitive to noise and bias and has difficulty with comparability and interpretation. These issues are addressed by imp
In paired comparison experiments respondents usually evaluate pairs of competing options. For this situation we introduce an appropriate model and derive optimal designs in the presence of second-order interactions when all attributes are dichotomous.