论文标题
在线测试异质治疗效果的新框架
A New Framework for Online Testing of Heterogeneous Treatment Effect
论文作者
论文摘要
我们提出了一个新的框架，用于在线测试异质治疗效果。拟议的测试（命名为顺序得分测试（SST））能够在连续监测和检测多维异质治疗效果下控制I型误差。我们为SST提供了在线P值计算，使其方便连续监视，并通过控制错误的发现率来扩展我们的测试到在线多重测试设置。我们检查了提出的测试的经验性能，并将其与最先进的在线测试进行了比较，该测试使用模拟和真实数据将其命名为MSPRT。结果表明，我们提出的测试控制I型错误随时具有更高的检测功率，并可以快速推断在线A/B测试。
We propose a new framework for online testing of heterogeneous treatment effects. The proposed test, named sequential score test (SST), is able to control type I error under continuous monitoring and detect multi-dimensional heterogeneous treatment effects. We provide an online p-value calculation for SST, making it convenient for continuous monitoring, and extend our tests to online multiple testing settings by controlling the false discovery rate. We examine the empirical performance of the proposed tests and compare them with a state-of-art online test, named mSPRT using simulations and a real data. The results show that our proposed test controls type I error at any time, has higher detection power and allows quick inference on online A/B testing.
