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Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance

Author

Listed:
  • Jian, L.
  • Linton, O. B.
  • Tang, H.
  • Zhang, Y.

Abstract

We investigate how to improve efficiency using regression adjustments with covariates in covariate-adaptive randomizations (CARs) with imperfect subject compliance. Our regression-adjusted estimators, which are based on the doubly robust moment for local average treatment effects, are consistent and asymptotically normal even with heterogeneous probabilities of assignment and misspecified regression adjustments. We propose an optimal but potentially misspecified linear adjustment and its further improvement via a nonlinear adjustment, both of which lead to more efficient estimators than the one without adjustments. We also provide conditions for nonparametric and regularized adjustments to achieve the semiparametric efficiency bound under CARs.

Suggested Citation

  • Jian, L. & Linton, O. B. & Tang, H. & Zhang, Y., 2023. "Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance," Cambridge Working Papers in Economics 2366, Faculty of Economics, University of Cambridge.
    • Handle: RePEc:cam:camdae:2366
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    References listed on IDEAS

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    1. Ansel Jason & Hong Han & Jessie Li and, 2018. "OLS and 2SLS in Randomized and Conditionally Randomized Experiments," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 238(3-4), pages 243-293, July.
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    More about this item

    Keywords

    Covariate-adaptive randomization; High-dimensional data; Local average treatment effects; Randomized experiment; Regression adjustment;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • I21 - Health, Education, and Welfare - - Education - - - Analysis of Education

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