Policy Evaluation for Temporal and/or Spatial Dependent Experiments
- URL: http://arxiv.org/abs/2202.10887v5
- Date: Sun, 3 Dec 2023 19:46:12 GMT
- Title: Policy Evaluation for Temporal and/or Spatial Dependent Experiments
- Authors: Shikai Luo, Ying Yang, Chengchun Shi, Fang Yao, Jieping Ye, Hongtu Zhu
- Abstract summary: The aim of this paper 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 (VCDP) model, capable of effectively capturing the evolving treatment effects in situations characterized by temporal and/or spatial dependence.
- Score: 44.03746192651919
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: The aim of this paper 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 (VCDP) 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 (ATE) 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.
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