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Comment by e10v_me

Thank you for the interest and for the suggestion.

Yes, one can analyze A/B tests in a regression framework. In fact, CUPED is an equivalent to the linear regression with a single covariate.

Would it be better? It depends on the definition of "better". There are several factors to consider. Scientific rigor is one of them. So is the computational efficiency.

A/B tests are usually conducted at scale of thousands of randomization units (actually it's more like tens or hundreds of thousands). There are two consequences:

1. Computational efficiency is very important, especially if we take into account the number of experiments and the number of metrics. And pulling granular data into a Python environment and fitting a regression is much less efficient than calculating aggregated statistics like mean and variance.

2. I didn't check, but I'm pretty sure that, at such scale, logistic and linear regressions' results will be very close, if not equal.

And even if, for some reason, there is a real need to analyze a test using logistic model, multi-level model, or a clustered error, in tea-tasting, it's possible via custom metrics: https://tea-tasting.e10v.me/custom-metrics/

parent e10v_me 2 years ago

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