Canadian Journal of Statistics • Vol 52 • No 1
February 2023 • Hengtao Zhang, Guosheng Yin, Donald B. Rubin
Abstract Mahalanobis distance of covariate means between treatment and control groups is often adopted as a balance criterion when implementing a rerandomization strategy. However, this criterion may not work well for high‐dimensional cases because it balances all orthogonalized covariates equally. We propose using principal component analysis (PCA) to identify proper subspaces in which Mahalanobis distance should be calculated. Not only can PCA effectively reduce the dimensionality for high‐dimensional covariates…