Research map / Probabilistic and scientific modeling / Treatment effects
A New Framework for Online Testing of Heterogeneous Treatment Effect
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use SST instead of mSPRT for logistic HTE testing | online HTE testing · Logistic simulation, N(0,1) covariate, null | type I error: 0.001 -> 0.017 | Mixed |
| Use SST instead of mSPRT when testing linear HTE | online HTE testing · Linear simulation, N(0,1) covariate, null | type I error: 0.132 -> 0.001 | Helped |
| Use SST instead of mSPRT for logistic HTE detection | online HTE testing · Logistic simulation, N(0,1) covariate, beta=(-0.12,0.12) | power: 0.356 -> 0.730 | Helped |
| Use SST instead of mSPRT for linear HTE detection | online HTE testing · Linear simulation, U[-1,1] covariate, beta=(-0.05,0.05) | power: 0.535 -> 0.419 | Hurt |
| Use SST rather than mSPRT with BH for multiple HTE tests | online multiple testing · Logistic simulation, N(0,1) covariate | TPR: 0.7191 -> 0.8038 | Helped |
| Use SST rather than mSPRT for the Yahoo article A/B test | online testing of articles 109510 and 109520 · Yahoo article A/B test | events to rejection: 67600 -> 19600 | Helped |
| Use SST rather than mSPRT for Yahoo pairwise article comparisons | online multiple testing · Yahoo 10-article pairwise comparisons | rejections: 23 -> 43 | Helped |
| Use SST for high-dimensional HTE testing with 21 covariates | SST · Logistic simulation, 21 covariates, null | type I error: 0.025 | Helped |
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