Analyze results and large p-values correctly

Quick Overview

This question evaluates a candidate's mastery of experimental analysis and applied causal inference, touching on intent-to-treat estimation, cluster-robust inference, variance reduction, handling of ratio metrics and skewed outcomes, non-compliance and instrumental approaches, decision frameworks for large p-values, and heterogeneity with multiple-testing control. Commonly asked in the Statistics & Math domain to assess practical application with conceptual understanding, it measures the ability to reason about appropriate analysis level, validity of inference, and interpretation of ambiguous results rather than just computational skill.

Analyze results and large p-values correctly

Company: Uber

Role: Data Scientist

Category: Statistics & Math

Difficulty: hard

Interview Round: Technical Screen

After the experiment ends, show exactly how you will analyze it: compute the intent‑to‑treat lift at the user assignment level with cluster‑robust standard errors; use CUPED or pre‑period covariates to reduce variance; correctly handle ratio metrics (delta method or Fieller) and skewed outcomes. Explain why session‑level analysis is problematic here (repeated measures per user, session counts correlated with treatment, non‑independence) and how to fix it (aggregate to user, mixed models, cluster‑robust SE). Handle non‑compliance/partial exposure (users who never opened) and estimate TOT via 2SLS using assignment as the instrument. If the p‑value is large, decide whether to: fail to reject vs claim no effect, run a post‑hoc power/MDE check, and/or run equivalence/non‑inferiority tests (TOST); optionally compare to a Bayesian posterior with a ROPE. Outline heterogeneity analysis and multiple‑testing control.

Quick Answer: This question evaluates a candidate's mastery of experimental analysis and applied causal inference, touching on intent-to-treat estimation, cluster-robust inference, variance reduction, handling of ratio metrics and skewed outcomes, non-compliance and instrumental approaches, decision frameworks for large p-values, and heterogeneity with multiple-testing control. Commonly asked in the Statistics & Math domain to assess practical application with conceptual understanding, it measures the ability to reason about appropriate analysis level, validity of inference, and interpretation of ambiguous results rather than just computational skill.

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Oct 13, 2025, 9:49 PM
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Experiment Analysis Plan: User-Level ITT with Robust Inference, Variance Reduction, Ratios, Skew, Non-Compliance, and Decision Framework

Context

You ran a randomized experiment with randomization at the user level. Post-period outcomes are recorded at both session and user levels. Some users never opened/engaged (non-compliance/partial exposure). There are ratio metrics (e.g., revenue per session, conversion rate) and some outcomes are skewed. You have reliable pre-period data for variance reduction.

Task

Show exactly how you will analyze the experiment:

  1. Primary estimand and inference
    • Compute the intent-to-treat (ITT) lift at the user assignment level.
    • Use cluster-robust standard errors at the user level.
    • Use CUPED or pre-period covariates to reduce variance.
  2. Ratio metrics and skewed outcomes
    • Correctly handle ratio metrics via the delta method or Fieller's theorem.
    • Address skewed outcomes with appropriate techniques.
  3. Level-of-analysis rationale
    • Explain why session-level analysis is problematic here.
    • Provide fixes: aggregate to user, mixed models/GEE, cluster-robust SE.
  4. Non-compliance / partial exposure
    • Handle users who never opened.
    • Estimate treatment-on-the-treated (TOT) via 2SLS using assignment as the instrument.
  5. Decision framework
    • If the p-value is large, decide whether to fail to reject vs claim no effect.
    • Run a post-hoc power/MDE check.
    • Optionally run equivalence/non-inferiority tests (TOST) and/or compare to a Bayesian posterior with a ROPE.
  6. Explore heterogeneity and control multiplicity
    • Outline heterogeneity analysis and multiple-testing control.
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