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Under the potential outcomes framework, causal effects are defined as comparisons between potential outcomes under treatment and control. To infer causal effects from randomized experiments, Neyman proposed to test the null hypothesis of…

Statistics Theory · Mathematics 2016-06-24 Peng Ding

The Fisher randomization test (FRT) is appropriate for any test statistic, under a sharp null hypothesis that can recover all missing potential outcomes. However, it is often sought after to test a weak null hypothesis that the treatment…

Methodology · Statistics 2020-11-09 Jason Wu , Peng Ding

Standard tests of the "no-treatment-effect" hypothesis for a comparative experiment include permutation tests, the Wilcoxon rank sum test, two-sample $t$ tests, and Fisher-type randomization tests. Practitioners are aware that these…

Methodology · Statistics 2015-09-11 Joseph B. Lang

Fisherian randomization inference is often dismissed as testing an uninteresting and implausible hypothesis: the sharp null of no effects whatsoever. We show that this view is overly narrow. Many randomization tests are also valid under a…

Methodology · Statistics 2017-09-22 Devin Caughey , Allan Dafoe , Luke Miratrix

Fisher's randomization test (FRT) delivers exact $p$-values under the strong null hypothesis of no treatment effect on any units whatsoever and allows for flexible covariate adjustment to improve the power. Of interest is whether the…

Methodology · Statistics 2021-05-03 Anqi Zhao , Peng Ding

We develop randomization-based tests for heterogeneous treatment effects in the presence of network interference. Leveraging the exposure mapping framework, we study a broad class of null hypotheses that represent various forms of constant…

Econometrics · Economics 2025-06-25 Julius Owusu

Many studies include a goal of determining whether there is treatment effect heterogeneity across different subpopulations. In this paper, we propose a U-statistic-based non-parametric test of the null hypothesis that the treatment effects…

Methodology · Statistics 2020-12-08 Maozhu Dai , Hal S. Stern

Recent work has focused on nonparametric estimation of conditional treatment effects, but inference has remained relatively unexplored. We propose a class of nonparametric tests for both quantitative and qualitative treatment effect…

Methodology · Statistics 2026-04-07 Oliver Dukes , Mats J. Stensrud , Riccardo Brioschi , Aaron Hudson

Applied researchers are increasingly interested in whether and how treatment effects vary in randomized evaluations, especially variation not explained by observed covariates. We propose a model-free approach for testing for the presence of…

Methodology · Statistics 2014-12-17 Peng Ding , Avi Feller , Luke Miratrix

We consider the problem of testing for treatment effect heterogeneity in observational studies, and propose a nonparametric test based on multisample U-statistics. To account for potential confounders, we use reweighted data where the…

Methodology · Statistics 2021-03-30 Maozhu Dai , Weining Shen , Hal S. Stern

A unified framework is proposed for tests of unobserved heterogeneity in parametric statistic models based on Neyman's $C(\alpha)$ approach. Such tests are irregular in the sense that the first order derivative of the log likelihood with…

Statistics Theory · Mathematics 2014-10-07 Jiaying Gu

We extend Fisher's randomization test (FRT) to test conditional independence between observed outcomes and treatments given covariates in both randomized experiments and observational studies, with no restriction on the variable type of…

Methodology · Statistics 2025-06-12 Zhen Zhong

This paper provides asymptotically valid tests for the null hypothesis of no treatment effect heterogeneity. Importantly, I consider the presence of heterogeneity that is not explained by observed characteristics, or so-called idiosyncratic…

Econometrics · Economics 2023-04-04 Jaime Ramirez-Cuellar

Causal inference in completely randomized treatment-control studies with binary outcomes is discussed from Fisherian, Neymanian and Bayesian perspectives, using the potential outcomes framework. A randomization-based justification of…

Statistics Theory · Mathematics 2015-01-13 Peng Ding , Tirthankar Dasgupta

This article proposes different tests for treatment effect heterogeneity when the outcome of interest, typically a duration variable, may be right-censored. The proposed tests study whether a policy 1) has zero distributional (average)…

Methodology · Statistics 2020-02-19 Pedro H. C. Sant'Anna

Randomization inference is a widely-used and appealing approach for analyzing treatment effects in randomized experiments, as it is finite-sample valid and does not require any distributional assumptions. However, naive application of…

Econometrics · Economics 2026-05-12 Xinran Li , Peizan Sheng , Zeyang Yu

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

Regression adjustments are often made to experimental data. Since randomization does not justify the models, bias is likely; nor are the usual variance calculations to be trusted. Here, we evaluate regression adjustments using Neyman's…

Applications · Statistics 2008-12-18 David A. Freedman

Matching is a widely used causal inference design that aims to approximate a randomized experiment using observational data by forming matched sets of treated and control units based on similarities in their covariates. Ideally, treated…

Methodology · Statistics 2026-04-06 Jianan Zhu , Jeffrey Zhang , Zijian Guo , Siyu Heng

We consider a test for the hypothesis that the within-treatment variance component in a one-way random effects model is null. This test is based on a decomposition of a $U$-statistic. Its asymptotic null distribution is derived under the…

Statistics Theory · Mathematics 2008-12-18 Juvêncio S. Nobre , Julio M. Singer , Mervyn J. Silvapulle
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