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Researchers are increasingly turning to machine learning (ML) algorithms to investigate causal heterogeneity in randomized experiments. Despite their promise, ML algorithms may fail to accurately ascertain heterogeneous treatment effects…

Methodology · Statistics 2024-04-23 Kosuke Imai , Michael Lingzhi Li

If an experimental treatment is experienced by both treated and control group units, tests of hypotheses about causal effects may be difficult to conceptualize let alone execute. In this paper, we show how counterfactual causal models may…

Methodology · Statistics 2012-08-03 Jake Bowers , Mark Fredrickson , Costas Panagopoulos

We study two nonparametric tests of the hypothesis that a sequence of independent observations is identically distributed against the alternative that at a single change point the distribution changes. The tests are based on the Cramer-von…

Statistics Theory · Mathematics 2020-10-15 Rasmus Erlemann , Richard Lockhart , Rihan Yao

This paper focuses on the problem of testing the null hypothesis that the regression functions of several populations are equal under a general nonparametric homoscedastic regression model. It is well known that linear kernel regression…

Methodology · Statistics 2023-09-01 Graciela Boente , Juan Carlos Pardo-Fernández

Plausibility is a formalization of exact tests for parametric models and generalizes procedures such as Fisher's exact test. The resulting tests are based on cumulative probabilities of the probability density function and evaluate…

Statistics Theory · Mathematics 2021-09-13 Stefan Böhringer , Dietmar Lohmann

We present a randomization-based inferential framework for experiments characterized by a strongly ignorable assignment mechanism where units have independent probabilities of receiving treatment. Previous works on randomization tests often…

Methodology · Statistics 2019-02-01 Zach Branson , Marie-Abele Bind

In panel experiments, we randomly assign units to different interventions, measuring their outcomes, and repeating the procedure in several periods. Using the potential outcomes framework, we define finite population dynamic causal effects…

Methodology · Statistics 2021-05-28 Iavor Bojinov , Ashesh Rambachan , Neil Shephard

We investigate the significance of change-points within fully nonparametric regression contexts, with a particular focus on panel data where data generation processes vary across units, and error terms may display complex dependency…

Econometrics · Economics 2025-01-07 Likai Chen , Georg Keilbar , Liangjun Su , Weining Wang

Estimating treatment effects conditional on observed covariates can improve the ability to tailor treatments to particular individuals. Doing so effectively requires dealing with potential confounding, and also enough data to adequately…

In this article, we present a nonparametric method for the general two-sample problem involving functional random variables modelled as elements of a separable Hilbert space ${\cal H}$. First, we present a general recipe based on linear…

Methodology · Statistics 2024-10-08 Bilol Banerjee

Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus general mixture alternatives. Many tests of this type can be…

Methodology · Statistics 2016-03-22 Jiaying Gu , Roger Koenker , Stanislav Volgushev

In many scientific studies, it is of interest to determine whether an exposure has a causal effect on an outcome. In observational studies, this is a challenging task due to the presence of confounding variables that affect both the…

Methodology · Statistics 2020-10-07 Ted Westling

Statistical methods are based on model assumptions, and it is statistical folklore that a method's model assumptions should be checked before applying it. This can be formally done by running one or more misspecification tests of model…

Methodology · Statistics 2023-04-18 M. Iqbal Shamsudheen , Christian Hennig

I introduce a simple permutation procedure to test conventional (non-sharp) hypotheses about the effect of a binary treatment in the presence of a finite number of large, heterogeneous clusters when the treatment effect is identified by…

Econometrics · Economics 2023-02-08 Andreas Hagemann

We consider tests of hypotheses when the parameters are not identifiable under the null in semiparametric models, where regularity conditions for profile likelihood theory fail. Exponential average tests based on integrated profile…

Statistics Theory · Mathematics 2009-08-25 Rui Song , Michael R. Kosorok , Jason P. Fine

In this paper, we investigate the hypothesis testing problem that checks whether part of covariates / confounders significantly affect the heterogeneous treatment effect given all covariates. This model checking is particularly useful in…

Statistics Theory · Mathematics 2020-09-24 Niwen Zhou , Xu Guo , Lixing Zhu

Mixed-effect models are widely used for the analysis of correlated data such as longitudinal data and repeated measures. In this article, we study an approach to the nonparametric estimation of mixed-effect models. We consider models with…

Statistics Theory · Mathematics 2007-06-13 Chong Gu , Ping Ma

Ideally, all analyses of normally distributed data should include the full covariance information between all data points. In practice, the full covariance matrix between all data points is not always available. Either because a result was…

Methodology · Statistics 2026-02-23 Lukas Koch

Based on a generalized cosine measure between two symmetric matrices, we propose a general framework for one-sample and two-sample tests of covariance and correlation matrices. We also develop a set of associated permutation algorithms for…

Methodology · Statistics 2018-12-05 Longyang Wu , Chengguo Weng , Xu Wang , Kesheng Wang , Xuefeng Liu

Comparative binary outcome data are of fundamental interest in statistics and are often pooled in meta-analyses. Here we examine the simplest case where for each study there are two patient groups and a binary event of interest, giving rise…

Methodology · Statistics 2018-06-12 Rose Baker , Dan Jackson
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