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Adaptive Experimental Design Using the Propensity Score

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Author Info
Jinyong Hahn () (Department of Economics, UCLA)
Keisuke Hirano () (University of Arizona)
Dean Karlan () (Economic Growth Center, Yale University)

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Abstract

Many social experiments are run in multiple waves, or are replications of earlier social experiments. In principle, the sampling design can be modified in later stages or replications to allow for more efficient estimation of causal effects. We consider the design of a two-stage experiment for estimating an average treatment effect, when covariate information is available for experimental subjects. We use data from the first stage to choose a conditional treatment assignment rule for units in the second stage of the experiment. This amounts to choosing the propensity score, the conditional probability of treatment given covariates. We propose to select the propensity score to minimize the asymptotic variance bound for estimating the average treatment effect. Our procedure can be implemented simply using standard statistical software and has attractive large-sample properties.

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Publisher Info
Paper provided by Economic Growth Center, Yale University in its series Working Papers with number 969.

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Length: 24 pages
Date of creation: Jan 2009
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Handle: RePEc:egc:wpaper:969

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Related research
Keywords: experimental design; propensity score; efficiency bound;

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Find related papers by JEL classification:
C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
C9 - Mathematical and Quantitative Methods - - Design of Experiments
C93 - Mathematical and Quantitative Methods - - Design of Experiments - - - Field Experiments
C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Estimation

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Karlan, Dean S. & Zinman, Jonathan, 2007. "Credit Elasticities in Less-Developed Economies: Implications for Microfinance," CEPR Discussion Papers 6071, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  2. Dean Karlan & John A. List, 2006. "Does Price Matter in Charitable Giving? Evidence From a Large-Scale Natural Field Experiment," NBER Working Papers 12338, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Keisuke Hirano & Guido W. Imbens & Geert Ridder, 2003. "Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score," Econometrica, Econometric Society, vol. 71(4), pages 1161-1189, 07. [Downloadable!] (restricted)
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  4. Imbens, Guido W & Angrist, Joshua D, 1994. "Identification and Estimation of Local Average Treatment Effects," Econometrica, Econometric Society, vol. 62(2), pages 467-75, March. [Downloadable!] (restricted)
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  5. Alfonso Flores-Lagunes & Arturo Gonzalez & Todd Neumann, 2005. "Learning but Not Earning? The Value of Job Corps Training for Hispanic Youths," IZA Discussion Papers 1638, Institute for the Study of Labor (IZA). [Downloadable!]
  6. Jinyong Hahn, 1998. "On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects," Econometrica, Econometric Society, vol. 66(2), pages 315-332, March.
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Debopam Bhattacharya & Pascaline Dupas, 2008. "Inferring Welfare Maximizing Treatment Assignment under Budget Constraints," NBER Working Papers 14447, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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This page was last updated on 2009-10-29.

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