Inference for Cluster Randomized Experiments with Non-ignorable Cluster Sizes

Abstract: This paper considers the problem of inference in cluster randomized experiments when cluster sizes are non-ignorable. Here, by a cluster randomized experiment, we mean one in which treatment is assigned at the cluster level. By non-ignorable cluster sizes, we refer to the possibility that the treatment effects may depend non-trivially on the cluster sizes. We frame our analysis in a super-population framework in which cluster sizes are random. In this way, our analysis departs from earlier analyses of cluster randomized experiments in which cluster sizes are treated as non-random. We distinguish between two different parameters of interest: the equally-weighted cluster-level average treatment effect, and the size-weighted cluster-level average treatment effect. For each parameter, we provide methods for inference in an asymptotic framework where the number of clusters tends to infinity and treatment is assigned using a covariate-adaptive stratified randomization procedure. We additionally permit the experimenter to sample only a subset of the units within each cluster rather than the entire cluster and demonstrate the implications of such sampling for some commonly used estimators. A small simulation study and empirical demonstration show the practical relevance of our theoretical results.