Earning while learning: How to run batched bandit experiments

Davud Rostam-Afschar
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Davud Rostam-Afschar: University of Mannheim

Oceania Stata Conference 2025 from Stata Users Group

Abstract: This talk provides an introduction to batched bandit experiments. I will discuss how to simulate, interactively run, and analyze batched bandit experiments using the Stata program bbandits. We will discuss results from Monte Carlo simulations and study how to obtain valid statistical inference and correct coverage and discuss a wide range of statistics and illustrations to analyze adaptively collected data. The objective is to learn how to implement you're own batched bandit experiments.

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http://repec.org/osug2025/Oceania25_Rostam-Afschar.pdf

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Persistent link: https://EconPapers.repec.org/RePEc:boc:osug25:1

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