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Improving massive experiments with threshold blocking.

Michael J Higgins1, Fredrik Sävje2, Jasjeet S Sekhon3

  • 1Department of Statistics, Kansas State University, Manhattan, KS 66506;

Proceedings of the National Academy of Sciences of the United States of America
|July 7, 2016
PubMed
Summary
This summary is machine-generated.

We developed an efficient algorithm for threshold blocking in randomized experiments, improving data analysis. This method effectively groups experimental units, even with large datasets and complex structures, ensuring reliable inferences.

Keywords:
big datablockingcausal inferenceexperimental design

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Area of Science:

  • Statistics
  • Experimental Design
  • Computer Science

Background:

  • Randomized experiments benefit from blocking, which assigns treatments in fixed proportions within similar unit groups.
  • Existing blocking methods are computationally expensive, limited in scope, or heuristic, failing to adequately address clustered data or provide guaranteed performance.
  • The difficulty in deriving effective blocking groups hinders the widespread application of this powerful statistical technique.

Purpose of the Study:

  • To present a novel algorithm for threshold blocking that overcomes limitations of current methods.
  • To address the problem of minimizing maximum intra-group distance in blocking with a minimum group size requirement.
  • To provide a computationally efficient and scalable solution for blocking in large-scale randomized experiments.

Main Methods:

  • Developed an approximation algorithm for a class of blocking problems, specifically minimizing the maximum distance within groups.
  • Proved the underlying blocking problem to be nondeterministic polynomial-time hard.
  • The algorithm achieves O(n log n) time and O(n) space complexity, offering a guaranteed performance bound (at most four times the optimal maximum distance).

Main Results:

  • The proposed algorithm efficiently implements threshold blocking for large datasets (tens of millions of units) on standard hardware.
  • It provides a guaranteed performance bound, ensuring a maximum intra-group distance within a factor of four of the optimal.
  • The method flexibly constructs groups of any minimum size, accommodating complex experimental designs and clustered data.

Conclusions:

  • This is the first blocking method with guaranteed performance suitable for massive experiments.
  • The algorithm offers a practical and efficient solution for complex experimental designs, including those with multiple treatment arms and clustered data.
  • Simulation studies confirm the algorithm's efficiency and efficacy, enabling rapid blocking of large-scale experimental data.