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Statistical Inference with Mixed-Effect Model for Covariate-Adaptive Randomized Experiments

协变量自适应随机实验中混合效应模型的统计推断

Recent clinical studies increasingly involve a long factor with many levels, e.g., investigation sites, resulting in a large number of strata that must be accounted for either through design or subsequent analysis. This complication has prompted concerns from the U.S. Food and Drug Administration (FDA, 2023) regarding the adequacy of standard statistical methods, whose performance may deteriorate, and their properties become unclear when the number of strata is relatively…

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A general framework for cutting feedback within modularized Bayesian inference

模块化贝叶斯推断中切断反馈的一般框架

Abstract Standard Bayesian inference enables building models that combine information from various sources, but this inference may not be reliable if components of the model are misspecified. Cut inference, a particular type of modularized Bayesian inference, is an alternative that splits a model into modules and cuts the feedback from any suspect module. Previous studies have focused on a two module case, but a more general definition of a ‘module’ remains unclear. We…

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Testing heterogeneous treatment effect with quantile regression under covariate-adaptive randomization

协变量自适应随机化下的分位数异质处理效应检验

In economic studies and clinical trials , it is prevalent to observe heterogeneous treatment effects that vary depending on the relative locations of units in the distribution of responses. In this study, we propose using quantile regression to estimate and conduct inference for conditional quantile treatment effects (cQTEs) in covariate-adaptive randomized experiments. First, we present sufficient conditions for consistently estimating the cQTEs, concerning the bias due to…

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The impacts of unobserved covariates on covariate-adaptive randomized experiments

未观测协变量对协变量自适应随机实验的影响

Covariate-adaptive randomization (CAR) is commonly implemented in clinical trials to balance observed covariates. Recent studies have demonstrated the advantages of CAR procedures in balancing covariates and improving the subsequent statistical analysis. Covariate balance is crucial, but it is not a panacea for the valid statistical inferences. If the response to a treatment interacts with some unobserved covariates, the conclusion drawn from a CAR experiment may be…

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Yang Liu's contribution to the Discussion of ‘Vintage Factor Analysis with Varimax Performs Statistical Inference’ by Rohe & Zeng

Yang Liu对《采用Varimax旋转的传统因子分析可实现统计推断》的讨论

I congratulate Rohe and Zeng for the fascinating piece of work. They discovered that sparse principle components analysis (PCA) with Varimax rotation (vsp) identifies and consistently recovers latent factors in a broad class of semi-parametric factor models. I have a number of comments to share regarding identification assumptions, asymptotic results, and interpretation of factors. Identification Assumptions. The identification of the low-rank matrix M=ZBY⊤ (when treated as…

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Balancing Unobserved Covariates With Covariate-Adaptive Randomized Experiments

协变量自适应随机实验中的未观测协变量平衡

Balancing important covariates is often critical in clinical trials and causal inference. Stratified permuted block (STR-PB) and covariate-adaptive randomization (CAR) procedures are widely used to balance observed covariates in practice. The balance properties of these procedures with respect to the observed covariates have been well studied. However, it has been questioned whether these methods will also yield a good balance for the unobserved covariates. In this article,…

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Statistical inference of genetic pathway analysis in high dimensions

高维遗传通路分析的统计推断

Summary Genetic pathway analysis has become an important tool for investigating the association between a group of genetic variants and traits. With dense genotyping and extensive imputation, the number of genetic variants in biological pathways has increased considerably and sometimes exceeds the sample size $n$. Conducting genetic pathway analysis and statistical inference in such settings is challenging. We introduce an approach that can handle pathways whose dimension $p$…

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Full Likelihood Inference for Abundance from Continuous Time Capture–Recapture Data

连续时间捕获—再捕获数据中总体数量的全似然推断

Summary Capture–recapture experiments are widely used cost-effective sampling techniques for estimating population sizes or abundances in biology, ecology, demography, epidemiology and reliability studies. For continuous time capture–recapture data, existing estimation methods are based on conditional likelihoods and an inverse weighting estimating equation. The corresponding Wald-type confidence intervals for the abundance may have severe undercoverage, and their lower…

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