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Selective randomization inference for adaptive experiments

Abstract Adaptive experiments use preliminary analyses of the data to inform further course of action and are commonly used in many disciplines including medical and social sciences. Because the null hypothesis and experimental design are data-dependent, it has long been recognized that statistical inference for adaptive experiments is not straightforward. Most existing methods only apply to specific adaptive designs and rely on strong assumptions. In this work, we propose…

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An average-case sensitivity analysis for unmeasured confounding

未观测混杂的平均强度敏感性分析

Summary Sensitivity analysis for the unconfoundedness assumption is crucial in observational studies. For this purpose, the marginal sensitivity model has gained popularity in recent years owing to its good interpretability and mathematical properties. However, most existing models only consider a worst-case parameter that bounds the logit difference between the observed-data and full-data propensity scores, which may not fully capture the extent of unmeasured confounding.…

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Confounder selection via iterative graph expansion

通过迭代扩展因果图选择混杂变量

Confounder selection, namely choosing a set of covariates to control for confounding between a treatment and an outcome, is arguably the most important step in the design of an observational study. Previous methods, such as Pearl's back-door criterion, typically require pre-specifying a causal graph, which can often be difficult in practice. We propose an interactive procedure for confounder selection that does not require pre-specifying the graph or the set of observed…

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Multiple conditional randomization tests for lagged and spillover treatment effects

滞后与溢出处理效应的多重条件随机化检验

Abstract We consider the problem of constructing multiple independent conditional randomization tests using a single dataset. Because the tests are independent, the randomization p-values can be interpreted individually and combined using standard methods for multiple testing. We give a simple, sequential construction of such tests and then discuss its application to three problems: Rosenbaum’s evidence factors for observational studies, lagged treatment effects in…

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What is a Randomization Test?

什么是随机化检验?

The meaning of randomization tests has become obscure in statistics education and practice over the last century.This article makes a fresh attempt at rectifying this core concept of statistics.A new term-"quasirandomization test"-is introduced to define significance tests based on theoretical models and distinguish these tests from the "randomization tests" based on the physical act of randomization.The practical importance of this distinction is illustrated through a real…

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Toward Better Practice of Covariate Adjustment in Analyzing Randomized Clinical Trials

随机临床试验中协变量调整的实践改进

In randomized clinical trials, adjustments for baseline covariates at both design and analysis stages are highly encouraged by regulatory agencies. A recent trend is to use a model-assisted approach for covariate adjustment to gain credibility and efficiency while producing asymptotically valid inference even when the model is incorrect. In this article we present three considerations for better practice when model-assisted inference is applied to adjust for covariates under…

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Sample-constrained partial identification with application to selection bias

样本约束下的部分识别及其选择偏差应用

Summary Many partial identification problems can be characterized by the optimal value of a function over a set where both the function and set need to be estimated by empirical data. Despite some progress for convex problems, statistical inference in this general setting remains to be developed. To address this, we derive an asymptotically valid confidence interval for the optimal value through an appropriate relaxation of the estimated set. We then apply this general…

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Selective Inference for Effect Modification Via the Lasso

利用Lasso进行效应修饰的选择后推断

Abstract Effect modification occurs when the effect of the treatment on an outcome varies according to the level of other covariates and often has important implications in decision-making. When there are tens or hundreds of covariates, it becomes necessary to use the observed data to select a simpler model for effect modification and then make valid statistical inference. We propose a two-stage procedure to solve this problem. First, we use Robinson's transformation to…

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Selecting and Ranking Individualized Treatment Rules With Unmeasured Confounding

存在未测量混杂时个体化治疗规则的选择与排序

It is common to compare individualized treatment rules based on the value function, which is the expected potential outcome under the treatment rule. Although the value function is not point-identified when there is unmeasured confounding, it still defines a partial order among the treatment rules under Rosenbaum’s sensitivity analysis model. We first consider how to compare two treatment rules with unmeasured confounding in the single-decision setting and then use this…

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Causal Interpretations of Black-Box Models

黑箱模型的因果解释

The fields of machine learning and causal inference have developed many concepts, tools, and theory that are potentially useful for each other. Through exploring the possibility of extracting causal interpretations from black-box machine-trained models, we briefly review the languages and concepts in causal inference that may be interesting to machine learning researchers. We start with the curious observation that Friedman’s partial dependence plot has exactly the same…

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Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score

利用稳健调整剖面得分进行双样本汇总数据孟德尔随机化推断

Mendelian randomization (MR) is a method of exploiting genetic variation to unbiasedly estimate a causal effect in presence of unmeasured confounding. MR is being widely used in epidemiology and other related areas of population science. In this paper, we study statistical inference in the increasingly popular two-sample summary-data MR design. We show a linear model for the observed associations approximately holds in a wide variety of settings when all the genetic variants…

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Sensitivity Analysis for Inverse Probability Weighting Estimators via the Percentile Bootstrap

通过百分位自助法对逆概率加权估计进行敏感性分析

Summary To identify the estimand in missing data problems and observational studies, it is common to base the statistical estimation on the ‘missingness at random’ and ‘no unmeasured confounder’ assumptions. However, these assumptions are unverifiable by using empirical data and pose serious threats to the validity of the qualitative conclusions of statistical inference. A sensitivity analysis asks how the conclusions may change if the unverifiable assumptions are violated…

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On Sensitivity Value of Pair-Matched Observational Studies

成对匹配观察性研究的敏感性值

This article proposes a new quantity called the “sensitivity value,” which is defined as the minimum strength of unmeasured confounders needed to change the qualitative conclusions of a naive analysis assuming no unmeasured confounder. We establish the asymptotic normality of the sensitivity value in pair-matched observational studies. The theoretical results are then used to approximate the power of a sensitivity analysis and select the design of a study. We explore the…

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Covariate balancing propensity score by tailored loss functions

通过定制损失函数实现协变量平衡的倾向得分估计

In observational studies, propensity scores are commonly estimated by maximum likelihood but may fail to balance high-dimensional pretreatment covariates even after specification search. We introduce a general framework that unifies and generalizes several recent proposals to improve covariate balance when designing an observational study. Instead of the likelihood function, we propose to optimize special loss functions—covariate balancing scoring rules (CBSR)—to estimate…

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Permutation $p$-value approximation via generalized Stolarsky invariance

通过广义 Stolarsky 不变性近似置换检验 p 值

It is common for genomic data analysis to use $p$-values from a large number of permutation tests. The multiplicity of tests may require very tiny $p$-values in order to reject any null hypotheses and the common practice of using randomly sampled permutations then becomes very expensive. We propose an inexpensive approximation to $p$-values for two sample linear test statistics, derived from Stolarsky’s invariance principle. The method creates a geometrically derived…

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Cross-Screening in Observational Studies That Test Many Hypotheses

多假设观察性研究中的交叉筛选

We discuss observational studies that test many causal hypotheses, either hypotheses about many outcomes or many treatments. To be credible an observational study that tests many causal hypotheses must demonstrate that its conclusions are neither artifacts of multiple testing nor of small biases from nonrandom treatment assignment. In a sense that needs to be defined carefully, hidden within a sensitivity analysis for nonrandom assignment is an enormous correction for…

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Confounder adjustment in multiple hypothesis testing

多重假设检验中的混杂因素调整

We consider large-scale studies in which thousands of significance tests are performed simultaneously. In some of these studies, the multiple testing procedure can be severely biased by latent confounding factors such as batch effects and unmeasured covariates that correlate with both primary variable(s) of interest (e.g., treatment variable, phenotype) and the outcome. Over the past decade, many statistical methods have been proposed to adjust for the confounders in…

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