Design and Analysis of Switchback Experiments
研究了科技公司常用的切换实验的最优设计，推导出不同持续效应时长下的最优方案，并提供精确推断和保守检验方法，帮助从业者提高统计功效。
Switchback experiments, where a firm sequentially exposes an experimental unit to random treatments, are among the most prevalent designs used in the technology sector, with applications ranging from ride-hailing platforms to online marketplaces. Although practitioners have widely adopted this technique, the derivation of the optimal design has been elusive, hindering practitioners from drawing valid causal conclusions with enough statistical power. We address this limitation by deriving the optimal design of switchback experiments under a range of different assumptions on the order of the carryover effect—the length of time a treatment persists in impacting the outcome. We cast the optimal experimental design problem as a minimax discrete optimization problem, identify the worst-case adversarial strategy, establish structural results, and solve the reduced problem via a continuous relaxation. For switchback experiments conducted under the optimal design, we provide two approaches for performing inference. The first provides exact randomization-based p-values, and the second uses a new finite population central limit theorem to conduct conservative hypothesis tests and build confidence intervals. We further provide theoretical results when the order of the carryover effect is misspecified and provide a data-driven procedure to identify the order of the carryover effect. We conduct extensive simulations to study the numerical performance and empirical properties of our results and conclude with practical suggestions. This paper was accepted by George Shanthikumar, big data analytics. Funding: The authors thank the Massachusetts Institute of Technology (MIT)-IBM partnership in Artificial Intelligence and the MIT Data Science Laboratory for support. Supplemental Material: Data and the online appendix are available at https://doi.org/10.1287/mnsc.2022.4583 .