A Unified Framework for Rerandomization using Quadratic Forms

• 成果类型: Article; Early Access
• 署名作者: Schindl, Kyle; Branson, Zach
• 署名单位: Iowa State University; Carnegie Mellon University
• 刊物名称: JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
• ISSN/ISSBN: 0162-1459; 1537-274X
• DOI: 10.1080/01621459.2026.2702652
• 发表日期: 2026-09-01
• 关键词: Experimental design; Mahalanobis distance; Quadratic forms; randomized experiments; RERANDOMIZATION; COVARIATE IMBALANCE; balance; randomization; DESIGN; SUM

摘要

When designing a randomized experiment, one way to ensure treatment and control groups exhibit similar covariate distributions is to randomize treatment until some prespecified level of covariate balance is satisfied; this strategy is known as rerandomization. Most rerandomization methods use balance metrics based on a quadratic form v(T)Av , where v is a vector of covariate mean differences and A is a positive semi-definite matrix. In this work, we derive general results for treatment-versus-control rerandomization schemes that employ quadratic forms for covariate balance. In addition to allowing researchers to quickly derive properties of rerandomization schemes not previously considered, our theoretical results provide guidance on how to choose A in practice. We find the Mahalanobis and Euclidean distances optimize different measures of covariate balance. Furthermore, we establish how the covariates' eigenstructure and their relationship to the outcomes dictate which matrix A yields the most precise difference-in-means estimator for the average treatment effect. We find the Euclidean distance is minimax optimal, in the sense that the difference-in-means estimator's precision is never too far from the optimal choice. We verify our theoretical results via simulation and a real data application, and demonstrate how the choice of A impacts the variance reduction of rerandomized experiments. Supplementary materials for this article are available online, including a standardized description of the materials available for reproducing the work.