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Evidence Aggregation for Treatment Choice

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arxiv 2108.06473 v3 pith:HCXXF7GN submitted 2021-08-14 econ.EM math.STstat.TH

classification econ.EMmath.STstat.TH
keywords decisionplannerpolicyruleaggregationevidencemakeproblem
verification ladder T0 review T1 audit T2 compute T3 formal
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Consider a planner who has limited knowledge of the policy's causal impact on a certain local population of interest due to a lack of data, but does have access to the publicized intervention studies performed for similar policies on different populations. How should the planner make use of and aggregate this existing evidence to make her policy decision? Following Manski (2020; Towards Credible Patient-Centered Meta-Analysis, \textit{Epidemiology}), we formulate the planner's problem as a statistical decision problem with a social welfare objective, and solve for an optimal aggregation rule under the minimax-regret criterion. We investigate the analytical properties, computational feasibility, and welfare regret performance of this rule. We apply the minimax regret decision rule to decide whether to enact an active labor market policy based on 14 randomized control trial studies.

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Cited by 5 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Dynamically Consistent Statistical Decisions

    econ.EM 2026-07 conditional novelty 7.0 of 10

    Frequentist minimax rules often lack interim credibility; two axiomatized dynamically consistent criteria restore it while nesting Manski as-if and Gamma*-minimax.

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  3. Evidence aggregation with ignorance in mind: learning what we do (not) know for archetypes discovery

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    A framework jointly learns treatment-effect archetypes and a basin of ignorance, abstaining where generalization is unsupported, with regret and inference guarantees.

  4. When and How to Pilot: Design Rules for Two-Wave Experiments

    econ.EM 2026-07 accept novelty 6.0 of 10

    A finite-sample decision rule that lets a pilot's variance estimates move the main-wave treatment allocation toward the Neyman allocation only as far as a confidence set allows, with a worst-case regret certificate.

  5. Who With Whom? Learning Optimal Matching Policies

    econ.EM 2025-07 conditional novelty 6.0 of 10

    An entropy-regularized optimal transport method learns welfare-optimal two-sided matching policies with estimated costs, supported by a non-asymptotic regret bound and calibrated simulations suggesting about one perce...

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