Improved Exact Inference about Conditional Association in Three-Way Contingency Tables
三维列联表条件关联的改进精确推断AI 解读 ↓
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三维列联表条件关联的改进精确推断AI 解读 ↓
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We propose modified exact inferential methods for contingency tables. Ordinary “exact” inference is conservative, because of the discreteness. For estimating a common odds ratio in several 2 × 2 tables, two modifications of the ordinary “exact” confidence interval maintain at least a fixed confidence level but tend to be much narrower. One approach inverts results of a test with a modified P value utilizing the test statistic and table probabilities. The second approach inverts one two-sided test rather than two one-sided tests. This approach is much less conservative when the true odds ratio is relatively small or large. We also generalize results of Cohen and Sackrowitz and relate modified P values to construction of exact, unbiased, and admissible tests for an ordinal alternative to conditional independence.
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Conditional distribution equality testing is a core problem with applications in causal inference, model diagnostics, and transfer learning. Existing methods often lose power when the conditioning variable is high-dimensional. We propose a new test that leverages generative models to compare conditional distributions using both observed data and synthetic samples. A sample-splitting and studentization scheme is introduced to control estimation error. Under the null, the test…
Factor models for longitudinal data, where policy adoption is unconfounded with respect to a low-dimensional set of latent factor loadings, have become increasingly popular for causal inference. Most existing approaches, however, rely on a causal finite-sample approach or computationally intensive methods, limiting their applicability and external validity. In this paper, we propose a novel method for panel causal inference within a super-population framework, based on…
Normality pre-tests on reduced-form innovations cannot detect whether two or more underlying structural shocks are Gaussian, and hence cannot detect a failure of identification in non-Gaussian SVARs. We propose a bootstrap-based approach that reveals such a failure. Under the null of valid identification and certain regularity conditions, the conditional bootstrap distribution of the maximum likelihood estimator of the impact matrix is asymptotically normal, so the…
结合 model-X knockoffs 与 p 值的高维线性模型 FDR 控制
We propose a novel multiple testing methodology for controlling the false discovery rate (FDR) in high-dimensional linear models that integrates model-X knockoff techniques with debiased penalized regression estimators. At the foundation of our methodology, we construct and study two sets of naturally paired high-dimensional test statistics and the associated $p$-values for evaluating the same null hypotheses. The first set is shown to be asymptotically mutually independent,…
Principal stratification (PS) is a commonly used approach for understanding the mechanisms through which a treatment affects an outcome. The goal of this work is to extend the PS framework to studies with continuous treatments, which introduces a number of both challenges and opportunities in terms of defining causal effects and performing inference. This manuscript provides multiple key methodological contributions: 1) we introduce principal causal estimands for continuous…