Endogenous Stratification in Randomized Experiments
研究了在随机实验中按基线特征指数分组时可能产生的偏差,并提出纠正方法,对政策制定者评估干预效果有参考价值。
Policymakers are often interested in estimating how policy interventions affect the outcomes of those most in need of help. This concern has motivated the practice of disaggregating experimental results by groups constructed on the basis of an index of baseline characteristics that predicts the values of individual outcomes without the treatment. This paper shows that substantial biases may arise in practice if the index is estimated by regressing the outcome variable on baseline characteristics for the full sample of experimental controls. We propose alternative methods that correct this bias and show that they behave well in realistic scenarios.