Sequential Experimental Design via Matching on-the-Fly
Description
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) .