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When Do Surrogate Metrics Work? A Finite-Sample Comparison Under Realistic Failure Modes

Chen, Zihao
arXiv (All) · Papers
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applicationseconometricsmethodology
Online experiments must often be evaluated before long-term outcomes mature. Under rolling enrollment, these outcomes are observed only for early enrollees, while short-term surrogates are available for everyone. We compare seven estimators across eleven data-generating processes, spanning partial m
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