What is a randomization test?
什么是随机化检验?AI 解读 ↓
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什么是随机化检验?AI 解读 ↓
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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 -- "quasi-randomization 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 stepped-wedge cluster-randomized trial. Building on the recent literature of randomization inference, a general framework of conditional randomization tests is developed and some practical methods to construct conditioning events are given. The proposed terminology and framework are then applied to understand several widely used (quasi-)randomization tests, including Fisher's exact test, permutation tests for treatment effect, quasi-randomization tests for independence and conditional independence, adaptive randomization, and conformal prediction.
Motivation: Mediation analysis is an important tool for elucidating causal mechanisms in biomedical research and has recently gained increasing attention in microbiome studies. Motivated by a microbiome study of acute myeloid leukemia (AML) patients, we investigate whether the effect of induction chemotherapy intensity on infection status is mediated through gut microbial taxa. This problem poses substantial methodological challenges due to the high dimensionality, zero…
I study randomization inference for dynamic causal effects in panels with many units and few periods when treatment is endogenous and an instrument is as good as randomly assigned only through the innovations of a first-order autoregressive assignment mechanism with unknown persistence. The persistence is a nuisance parameter in two senses: it determines which weighted average of heterogeneous causal effects the instrumented local projection estimand measures, and it governs…
Two frequent approaches for identifying structural VARs are external instruments, which carry economic content but are often weak, and non-Gaussianity of the shocks, which provides statistical identification but carries no economic meaning. We combine the two strategies in a single generalized method of moments framework. This hybrid approach point-identifies the target shocks while also identifying the non-target shocks up to sign and ordering. Under suitable rank…
克隆—删失—加权方法的形式化与一致性
Target trial emulation has become a standard framework for causal inference from observational data. Within this paradigm, the clone-censor-weight (CCW) methodology provides a practical way to deal with complex treatment and adherence definitions when treatment regimes are not distinguishable at baseline. Despite its increasing use, the statistical interpretation of CCW remains limited. In this work, we formalize the CCW methodology from a statistical viewpoint based on…
用匹配自适应随机化推断重新评估激素替代疗法对心脏病的影响
Matching is an appealing way to design observational studies because it mimics the data structure produced by stratified randomized trials, pairing treated individuals with similar controls. After matching, inference is often conducted using methods tailored for stratified randomized trials in which treatments are permuted within matched pairs. However, in observational studies, matched pairs are not predetermined before treatment; instead, they are constructed based on…
非精确匹配何时能在无需调整的情况下保证平衡与有效推断?
One-to-one matching without replacement is a classical approach to constructing comparable treated and control samples in the design of observational studies. It pairs each treated unit with a distinct control while minimizing a covariate distance objective. With continuous covariates, the matched pairs generally remain inexact, which contributes to bias in downstream analysis. Its key theoretical properties, such as the resulting imbalance between matched pairs and when it…