Jiang, Zhichao, Kosuke Imai, and Anup Malani. (2023). ``Statistical Inference and Power Analysis for Direct and Spillover Effects in Two-Stage Randomized Experiments.'' Biometrics, Vol. 79, No. 3 (September), pp. 2370-2381.

 

  Abstract

Two-stage randomized experiments are becoming an increasingly popular experimental design for causal inference when the outcome of one unit may be affected by the treatment assignments of other units in the same cluster. In this paper, we provide a methodological framework for general tools of statistical inference and power analysis for two-stage randomized experiments. Under the randomization-based framework, we consider the estimation of a new direct effect of interest as well as the average direct and spillover effects studied in the literature. We provide unbiased estimators of these causal quantities and their conservative variance estimators in a general setting. Using these results, we then develop hypothesis testing procedures and derive sample size formulas. We theoretically compare the two-stage randomized design with the completely randomized and cluster randomized designs, which represent two limiting designs. Finally, we conduct simulation studies to evaluate the empirical performance of our sample size formulas. For empirical illustration, the proposed methodology is applied to the randomized evaluation of the Indian national health insurance program. An open-source software package is available for implementing the proposed methodology.

  Related Papers and Software

Imai, Kosuke, Zhichao Jiang, and Anup Malani. (2021). ``Causal Inference with Interference and Noncompliance in Two-Stage Randomized Experiments.'' Journal of the American Statistical Association, Vol. 116, No. 534, pp. 632-644.
Malani, Anup, Phoebe Holtzman, Kosuke Imai, Cynthia Kinnan, Morgen Miller, Shailender Swaminathan, Alessandra Voena, Bartosz Woda, and Gabriella Conti. ``Effect of Health Insurance in India: A Randomized Controlled Trial.''
Chattopadhyay, Ambarish, Kosuke Imai, and Jose R. Zubizarreta. ``Design-based inference for generalized network experiments with stochastic interventions.''
Zhang, Yi and Kosuke Imai. ``Individualized Policy Evaluation and Learning under Clustered Network Interference.''
Huang, Karissa, Zhichao Jiang, and Kosuke Imai. ``RCT2: Designing and Analyzing Two-Stage Randomized Experiments.'' available through The Comprehensive R Archive Network and GitHub.

© Kosuke Imai
 Last modified: Mon Dec 11 07:01:11 EST 2023