论文标题

减少在线市场定价实验中的干扰偏差

Reducing Interference Bias in Online Marketplace Pricing Experiments

论文作者

Holtz, David, Lobel, Ruben, Liskovich, Inessa, Aral, Sinan

论文摘要

在线市场设计师经常运行A/B测试,以衡量提议的产品更改的影响。但是,鉴于市场固有地连接,由于违反稳定的单位治疗价值假设的侵犯,通过Bernoulli随机实验获得的总平均治疗效应估计通常会偏差。这对于影响卖家的战略选择,影响买家对商品的偏好的实验可能尤其有问题,或者完全改变买家的考虑集。在这项工作中,我们通过使用观察数据来创建类似列表的群集,然后使用这些簇进行群集随机实地实验,从而测量和减少在线市场实验中的偏见。我们通过进行元实验,在两个实验设计上随机进行元体验,从而对偏差的大小提供了一个下限:一个伯努利随机,一个簇随机。在两个元体验的武器中,治疗卖家都遵守与控制卖家不同的平台费政策,从而给买家带来不同的价格。通过对两个元体验臂进行联合分析,我们发现通过这两种设计获得的总平均治疗效应估计值之间存在很大且统计学上的显着差异,并估计32.60%的Bernoulli随机治疗效果估计是由于干扰偏见。我们还发现弱证明,干扰偏见的大小和/或方向取决于市场受到供应或需求受限的程度,并分析第二个元元经验,以突出显示治疗干预措施需要进行意图处理时检测干扰偏见的困难。

Online marketplace designers frequently run A/B tests to measure the impact of proposed product changes. However, given that marketplaces are inherently connected, total average treatment effect estimates obtained through Bernoulli randomized experiments are often biased due to violations of the stable unit treatment value assumption. This can be particularly problematic for experiments that impact sellers' strategic choices, affect buyers' preferences over items in their consideration set, or change buyers' consideration sets altogether. In this work, we measure and reduce bias due to interference in online marketplace experiments by using observational data to create clusters of similar listings, and then using those clusters to conduct cluster-randomized field experiments. We provide a lower bound on the magnitude of bias due to interference by conducting a meta-experiment that randomizes over two experiment designs: one Bernoulli randomized, one cluster randomized. In both meta-experiment arms, treatment sellers are subject to a different platform fee policy than control sellers, resulting in different prices for buyers. By conducting a joint analysis of the two meta-experiment arms, we find a large and statistically significant difference between the total average treatment effect estimates obtained with the two designs, and estimate that 32.60% of the Bernoulli-randomized treatment effect estimate is due to interference bias. We also find weak evidence that the magnitude and/or direction of interference bias depends on extent to which a marketplace is supply- or demand-constrained, and analyze a second meta-experiment to highlight the difficulty of detecting interference bias when treatment interventions require intention-to-treat analysis.

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