Rerandomization Strategies for Balancing Covariates Using Pre-Experimental Longitudinal Data

Per Johansson Uppsala University and IFAU, Uppsala, Sweden; Tsinghua University, Beijing, China Mårten Schultzberg Uppsala University, Uppsala, Sweden

Statistics Theory and Methods mathscidoc:2206.33005

Journal of Computational and Graphical Statistics, 29, (4), 798-813, 2020.5
This article considers experimental design based on the strategy of rerandomization to increase the efficiency in experiments. Two aspects of rerandomization are addressed. First, we propose a two-stage allocation sample scheme for randomization inference to the units in experiments that guarantees that the difference-in-mean estimator is an unbiased estimator of the sample average treatment effect for any experiment, conserves the exactness of randomization inference, and halves the time consumption of the rerandomization design. Second, we propose a rank-based covariate-balance measure which can take into account the estimated relative weight of each covariate. Several strategies for estimating these weights using pre-experimental data are proposed. Using Monte Carlo simulations, the proposed strategies are compared to complete randomization and Mahalanobis-based rerandomization. An empirical example is given where the power of a mean difference test of electricity consumption of 54 households is increased by 99%, in comparison to complete randomization, using one of the proposed designs based on high frequency longitudinal electricity consumption data. Supplementary materials for this article are available online.
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@inproceedings{per2020rerandomization,
  title={Rerandomization Strategies for Balancing Covariates Using Pre-Experimental Longitudinal Data},
  author={Per Johansson, and Mårten Schultzberg},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20220621172241108382435},
  booktitle={Journal of Computational and Graphical Statistics},
  volume={29},
  number={4},
  pages={798-813},
  year={2020},
}
Per Johansson, and Mårten Schultzberg. Rerandomization Strategies for Balancing Covariates Using Pre-Experimental Longitudinal Data. 2020. Vol. 29. In Journal of Computational and Graphical Statistics. pp.798-813. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20220621172241108382435.
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