Decomposing Treatment Effect Variation

• 成果类型: Article
• 署名作者: Ding, Peng; Feller, Avi; Miratrix, Luke
• 署名单位: University of California System; University of California Berkeley; University of California System; University of California Berkeley; Harvard University
• 刊物名称: JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
• ISSN/ISSBN: 0162-1459
• DOI: 10.1080/01621459.2017.1407322
• 发表日期: 2019
• 页码: 304-317
• 关键词: instrumental variables; regression; impacts; Heterogeneity

摘要

Understanding and characterizing treatment effect variation in randomized experiments has become essential for going beyond the black box of the average treatment effect. Nonetheless, traditional statistical approaches often ignore or assume away such variation. In the context of randomized experiments, this article proposes a framework for decomposing overall treatment effect variation into a systematic component explained by observed covariates and a remaining idiosyncratic component. Our framework is fully randomization-based, with estimates of treatment effect variation that are entirely justified by the randomization itself. Our framework can also account for noncompliance, which is an important practical complication. We make several contributions. First, we show that randomization-based estimates of systematic variation are very similar in form to estimates from fully interacted linear regression and two-stage least squares. Second, we use these estimators to develop an omnibus test for systematic treatment effect variation, both with and without noncompliance. Third, we propose an R-2-like measure of treatment effect variation explained by covariates and, when applicable, noncompliance. Finally, we assess these methods via simulation studies and apply them to the Head Start Impact Study, a large-scale randomized experiment. Supplementary materials for this article are available online.