Changing assignment weights with time-based confounders
The Unofficial Google Data Science Blog
JULY 22, 2020
For this reason we don’t report uncertainty measures or statistical significance in the results of the simulation. From a Bayesian perspective, one can combine joint posterior samples for $E[Y_i | T_i=t, E_i=j]$ and $P(E_i=j)$, which provides a measure of uncertainty around the estimate. Henne, and Dan Sommerfield. ACM, 2017. [4]
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