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We review approaches to statistical inference based on randomization. Permutation tests are treated as an important special case. Under a certain group invariance property, referred to as the ``randomization hypothesis,'' randomization…

Econometrics · Economics 2025-02-05 David M. Ritzwoller , Joseph P. Romano , Azeem M. Shaikh

We study how inference methods for settings with few treated units that rely on treatment effect homogeneity extend to alternative inferential targets when treatment effects are heterogeneous -- namely, tests of sharp null hypotheses,…

Econometrics · Economics 2025-06-19 Luis Alvarez , Bruno Ferman

In a novel approach to the multiple testing problem, Efron (2004; 2007) formulated estimators of the distribution of test statistics or nominal p-values under a null distribution suitable for modeling the data of thousands of unaffected…

Methodology · Statistics 2012-10-30 David R. Bickel

The presence of interference renders classic Fisher randomization tests infeasible due to nuisance unknowns. To address this issue, we propose imputing the nuisance unknowns and computing Fisher randomization p-values multiple times, then…

Methodology · Statistics 2024-11-14 Tingxuan Han , Ke Zhu , Hanzhong Liu , Ke Deng

In experiments that study social phenomena, such as peer influence or herd immunity, the treatment of one unit may influence the outcomes of others. Such "interference between units" violates traditional approaches for causal inference, so…

Methodology · Statistics 2023-08-30 David Choi

Causal inference from observational data provides strong evidence for the best action in decision-making without performing expensive randomized trials. The effect of an action is usually not identifiable under unobserved confounding, even…

Machine Learning · Computer Science 2026-02-02 Md Musfiqur Rahman , Ziwei Jiang , Hilaf Hasson , Murat Kocaoglu

We define some appropriate statistical quantities that indicate the physical significance (reliability) of confidence intervals in the framework of both Frequentist and Bayesian statistical theories. We consider the expectation value of the…

High Energy Physics - Experiment · Physics 2009-10-31 C. Giunti , M. Laveder

We consider statistical hypothesis testing simultaneously over a fairly general, possibly uncountably infinite, set of null hypotheses, under the assumption that a suitable single test (and corresponding $p$-value) is known for each…

Methodology · Statistics 2014-02-10 Gilles Blanchard , Sylvain Delattre , Etienne Roquain

In clinical and epidemiological research doubly truncated data often appear. This is the case, for instance, when the data registry is formed by interval sampling. Double truncation generally induces a sampling bias on the target variable,…

Methodology · Statistics 2023-01-11 Jacobo de Uña-Álvarez

We consider estimation and inference on average treatment effects under unconfoundedness conditional on the realizations of the treatment variable and covariates. Given nonparametric smoothness and/or shape restrictions on the conditional…

Applications · Statistics 2022-10-04 Timothy B. Armstrong , Michal Kolesár

The Influence Function (IF) is a widely used technique for assessing the impact of individual training samples on model predictions. However, existing IF methods often fail to provide reliable influence estimates in deep neural networks,…

Machine Learning · Computer Science 2025-12-02 Xichen Ye , Yifan Wu , Weizhong Zhang , Cheng Jin , Yifan Chen

The indirect effect of an exposure on an outcome through an intermediate variable can be identified by a product of two regression coefficients under certain causal and regression modeling assumptions. In this context, the null hypothesis…

Statistics Theory · Mathematics 2025-07-23 Caleb H. Miles , Antoine Chambaz

We study nonasymptotic (finite-sample) confidence intervals for treatment effects in randomized experiments. In the existing literature, the effective sample sizes of nonasymptotic confidence intervals tend to be looser than the…

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

Study samples often differ from the target populations of inference and policy decisions in non-random ways. Researchers typically believe that such departures from random sampling -- due to changes in the population over time and space, or…

Methodology · Statistics 2023-07-20 Tamara Broderick , Ryan Giordano , Rachael Meager

Null hypothesis significance testing remains popular despite decades of concern about misuse and misinterpretation. We believe that much of the problem is due to language: significance testing has little to do with other meanings of the…

Other Statistics · Statistics 2018-10-16 Jonathan Dushoff , Morgan P. Kain , Benjamin M. Bolker

Following Fisher, it is widely believed that randomization "relieves the experimenter from the anxiety of considering innumerable causes by which the data may be disturbed." In particular, it is said to control for known and unknown…

Methodology · Statistics 2017-10-02 Uwe Saint-Mont

An important estimation problem that is closely related to large-scale multiple testing is that of estimating the null density and the proportion of nonnull effects. A few estimators have been introduced in the literature; however, several…

Statistics Theory · Mathematics 2010-01-12 T. Tony Cai , Jiashun Jin

Instrumental variables have been widely used to estimate the causal effect of a treatment on an outcome. Existing confidence intervals for causal effects based on instrumental variables assume that all of the putative instrumental variables…

Methodology · Statistics 2020-06-03 Hyunseung Kang , Youjin Lee , T. Tony Cai , Dylan S. Small

The following zero-sum game between nature and a statistician blends Bayesian methods with frequentist methods such as p-values and confidence intervals. Nature chooses a posterior distribution consistent with a set of possible priors. At…

Methodology · Statistics 2011-07-19 David R. Bickel