Policy evaluation for temporal and/or spatial dependent experiments
提出一种时空变系数决策过程模型,将平均处理效应分解为直接效应和间接效应,并给出估计和推断方法,适用于科技公司政策在时间或空间依赖实验中的效果评估。
Abstract The aim of this article 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 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 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.