GreedyExperimentalDesign - Greedy Experimental Design Construction

Computes experimental designs for a two-arm experiment with covariates via a number of methods: (0) complete randomization and randomization with forced-balance, (1) Greedily optimizing a balance objective function via pairwise switching. This optimization provides lower variance for the treatment effect estimator (and higher power) while preserving a design that is close to complete randomization. We return all iterations of the designs for use in a permutation test, (2) The second is via numerical optimization (via 'gurobi' which must be installed, see <https://www.gurobi.com/documentation/9.1/quickstart_windows/r_ins_the_r_package.html>) a la Bertsimas and Kallus, (3) rerandomization, (4) Karp's method for one covariate, (5) exhaustive enumeration to find the optimal solution (only for small sample sizes), (6) Binary pair matching using the 'nbpMatching' library, (7) Binary pair matching plus design number (1) to further optimize balance, (8) Binary pair matching plus design number (3) to further optimize balance, (9) Hadamard designs, (10) Simultaneous Multiple Kernels. In (1-9) we allow for three objective functions: Mahalanobis distance, Sum of absolute differences standardized and Kernel distances via the 'kernlab' library. This package is the result of a stream of research that can be found in Krieger, A, Azriel, D and Kapelner, A "Nearly Random Designs with Greatly Improved Balance" (2016) <arXiv:1612.02315>, Krieger, A, Azriel, D and Kapelner, A "Better Experimental Design by Hybridizing Binary Matching with Imbalance Optimization" (2021) <arXiv:2012.03330>.

Last updated 1 years ago

3.86 score 1 packages 16 scripts 300 downloads

SeqExpMatch - Sequential Experimental Design via Matching on-the-Fly

Generates the following sequential two-arm experimental designs: (1) completely randomized (Bernoulli) (2) balanced completely randomized (3) Efron's (1971) Biased Coin (4) Atkinson's (1982) Covariate-Adjusted Biased Coin (5) Kapelner and Krieger's (2014) Covariate-Adjusted Matching on the Fly (6) Kapelner and Krieger's (2021) CARA Matching on the Fly with Differential Covariate Weights (Naive) (7) Kapelner and Krieger's (2021) CARA Matching on the Fly with Differential Covariate Weights (Stepwise) and also provides the following types of inference: (1) estimation (with both Z-style estimators and OLS estimators), (2) frequentist testing (via asymptotic distribution results and via employing the nonparametric randomization test) and (3) frequentist confidence intervals (only under the superpopulation sampling assumption currently). Details can be found in our publication: Kapelner and Krieger "A Matching Procedure for Sequential Experiments that Iteratively Learns which Covariates Improve Power" (2020) <arXiv:2010.05980>. We now offer support for incidence, count, proportion and survival (with censoring) outcome types. We also have support for adding responses whenever they become available, and we can impute missing data in the subjects' covariate records (where each covariate record can thereby have different information). On the inference side, there is built-in support for many types of parametric models such as random effects for incidence outcomes and count outcomes. There is Kaplan-Meier estimation, weibull and coxph models for survival outcomes.

Last updated 3 months ago

3.48 score 1 scripts 157 downloads