# A New Framework for Online Testing of Heterogeneous Treatment Effect

arXiv: https://arxiv.org/abs/2002.03277 · HTML: https://mlsanity.com/paper/2002.03277/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 9 Feb 2020.

## Built on by (most cited first, 2 of 2)

- [Time-uniform central limit theory and asymptotic confidence sequences](https://mlsanity.com/paper/2103.06476/) (2021)
- [Should I Stop or Should I Go: Early Stopping with Heterogeneous Populations](https://mlsanity.com/paper/2306.11839/) (2023)

## Abstract (arXiv)

We propose a new framework for online testing of heterogeneous treatment effects. The proposed test, named sequential score test (SST), is able to control type I error under continuous monitoring and detect multi-dimensional heterogeneous treatment effects. We provide an online p-value calculation for SST, making it convenient for continuous monitoring, and extend our tests to online multiple testing settings by controlling the false discovery rate. We examine the empirical performance of the proposed tests and compare them with a state-of-art online test, named mSPRT using simulations and a real data. The results show that our proposed test controls type I error at any time, has higher detection power and allows quick inference on online A/B testing.