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Breaking the Winner's Curse with Bayesian Hybrid Shrinkage

Mudd, Richard et al.
arXiv (All) · Papers
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applicationsmethodology
A 'Winner's Curse' arises in large-scale online experimentation platforms when the same experiments are used to both select treatments and evaluate their effects. In these settings, classical difference-in-means estimators of treatment effects are upwardly biased and conventional confidence interval
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