Policy evaluation for temporal and/or spatial dependent experiments

Shikai Luo, Ying Yang, Chengchun Shi, Fang Yao, Jieping Ye and Hongtu Zhu

LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library

Abstract: The aim of this article is to establish a causal link between the policies implemented by technology companies and the outcomes they yield within intricate temporal and/or spatial dependent experiments. We propose a novel temporal/spatio-Temporal Varying Coefficient Decision Process model, capable of effectively capturing the evolving treatment effects in situations characterized by temporal and/or spatial dependence. Our methodology encompasses the decomposition of the average treatment effect into the direct effect (DE) and the indirect effect (IE). We subsequently devise comprehensive procedures for estimating and making inferences about both DE and IE. Additionally, we provide a rigorous analysis of the statistical properties of these procedures, such as asymptotic power. To substantiate the effectiveness of our approach, we carry out extensive simulations and real data analyses.

Keywords: A/B testing; policy evaluation; spatio-temporal dependent experiments; varying coefficient decision process (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Pages: 27 pages
Date: 2024-07-01
New Economics Papers: this item is included in nep-ecm
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Published in Journal of the Royal Statistical Society. Series B: Statistical Methodology, 1, July, 2024, 86(3), pp. 623 - 649. ISSN: 1369-7412

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Persistent link: https://EconPapers.repec.org/RePEc:ehl:lserod:122741

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