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The Multi-Site RCT A fleet of RCTs! Each conducted in a different social setting Since 2002, IES has funded 175 randomized trials; Vast majority are multi-site trials (Spybrook, 2013)

The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

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Page 1: The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

The Multi-Site RCT• A fleet of RCTs!• Each conducted in a different social setting• Since 2002, IES has funded 175 randomized

trials;• Vast majority are multi-site trials (Spybrook, 2013)

Page 2: The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

Opportunities

• Can assess generalizability of impact– Gauge variation in effect– Model heterogeneity– Does the intervention equalize outcomes?

But we must formulate appropriate analyses.This is trickier than it might seem!

Page 3: The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

Some Recent MS TrialsStudy Levels Assigned

UnitsSites Fixed or

Random sites

National Head Start Eval.

2 Children 300+ Program Sites

Random

Moving to Opportunity

2 Families 5 cities Fixed

BostonCharter School Lotteries

2 Children Lottery pools Random

Tennessee STAR

3 Teachers Schools Random

Double-Dose Algebra

2 Children Schools Random

Page 4: The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

Theoretical Model

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Page 5: The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

4. Unbalanced Designs and Targets of Inference

Two kinds of imbalance

• Unequal n per site• Unequal propensity score (probability of

assignment to the treatment group)

Page 6: The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

Targets of Inference

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Page 7: The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

Identification

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Page 8: The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

Parameters to be estimated

Properties

a)Fixed effects β Biased if precision related to B

b)Centering HLM B,Var(B) Bias in β if precision is related to B (less so than fixed effects )

c) Control propensityScore

B,Var(B)?? Similar to Centering for β,

d)Weighting (“IPTW”) with HLM

B,Var(B),Cov(B,U0) Removes bias (but may be imprecise!)

Page 9: The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

a) Fixed Effects Model

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Page 10: The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

Potential Bias if heterogeneous impact,and unbalanced design

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Page 11: The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

b) Centering the Predictor AND the Outcome (“FIRC” Model)

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Page 12: The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

Robustness (compared to fixed effects)

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Page 13: The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

Estimation of heterogeneity

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Page 14: The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

c) Control the Propensity Score

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Page 15: The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

Variance Estimation

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Page 16: The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

Summary so far

Four commonly used options* limit what we can estimate * produce inconsistent estimates of

what we can estimate.

Page 17: The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

6.HLM with Inverse Probability of Treatment Weighting

• IPTW• Embedding within HLM• Always produces consistent estimates• May be quite imprecise

Page 18: The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

Inverse Probability of Treatment Weights (Robins and Greenland, 2000)

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Page 19: The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

Weighting Schemes for HLM

Level-2 weight

Level-1 weight Result

Weights site-specific estimates of impact by

Weights site-specific estimates equally

The picture can't be displayed.

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Page 20: The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

Estimation via Weighted log Likelihood(weighted complete-data log likelihood)

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Page 21: The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

Two examples of weighting schemes

Equally weight people Equally weight sitesLevel-1 weight Level-1 weight

Level-2 weight Level-2 weight1

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Page 22: The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

7. DiscussionA Class of Estimators…

We are approximating various balanced designs by maximizing the weighted log likelihood

This gives us a family of method-of-moments estimators

Hence no reliance on normality or homoscedasticity

May be quite imprecise

Page 23: The Multi-Site RCT · Weighting Schemes for HLM Level-2 weight Level-1 weight Result Weights site-specific estimates of impact by Weights site-specific estimates equally The picture

Extensions• Extend easily to multi-site clustered

randomized designs• Balance propensity within covariate classes

in randomized studies• Extend to observational studies• Extend to weighted mediation models (Hong

et al, 2012)• Application to local average treatment effects

(Raudenbush, Nomi, and Reardon, 2016)