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Randomization tests and flexible treatment-effect models offer complementary strengths for analyzing data from randomized panel experiments: the former provide valid inference under the known assignment mechanism, while the latter can…

Methodology · Statistics 2026-05-12 Fangnan Zheng , Yao Zhang

To effectively optimize and personalize treatments, it is necessary to investigate the heterogeneity of treatment effects. With the wide range of users being treated over many online controlled experiments, the typical approach of manually…

Methodology · Statistics 2022-11-07 John Cai , Weinan Wang

Many scientific and engineering challenges -- ranging from personalized medicine to customized marketing recommendations -- require an understanding of treatment effect heterogeneity. In this paper, we develop a non-parametric causal forest…

Methodology · Statistics 2017-07-11 Stefan Wager , Susan Athey

This paper considers the problem of comparing two processes with panel data. A nonparametric test is proposed for detecting a monotone change in the link between the two process distributions. The test statistic is of CUSUM type, based on…

Statistics Theory · Mathematics 2011-05-04 Denys Pommeret , Mohamed Boutahar , Badih Ghattas

This paper considers the practically important case of nonparametrically estimating heterogeneous average treatment effects that vary with a limited number of discrete and continuous covariates in a selection-on-observables framework where…

Econometrics · Economics 2019-08-26 Michael Zimmert , Michael Lechner

In health-related experiments, treatment effects can be identified using paired data that consist of pre- and post-treatment measurements. In this framework, sequential testing strategies are widely accepted statistical tools in practice.…

Methodology · Statistics 2018-12-24 Li Zou , Albert Vexler , Jihnhee Yu , Hongzhi Wan

Heterogeneous treatment effects can be very important in the analysis of randomized clinical trials. Heightened risks or enhanced benefits may exist for particular subsets of study subjects. When the heterogeneous treatment effects are…

Methodology · Statistics 2025-07-25 Richard A. Berk , Matthew Olson , Andreas Buja , Aurelie Ouss

Empirical studies using Regression Discontinuity (RD) designs often explore heterogeneous treatment effects based on pretreatment covariates, even though no formal statistical methods exist for such analyses. This has led to the widespread…

Experimentation is widely utilized for causal inference and data-driven decision-making across disciplines. In an A/B experiment, for example, an online business randomizes two different treatments (e.g., website designs) to their customers…

Methodology · Statistics 2025-01-15 Wenxuan Guo , JungHo Lee , Panos Toulis

A simple test is proposed for examining the correctness of a given completely specified response function against unspecified general alternatives in the context of univariate regression. The usual diagnostic tools based on residuals plots…

Methodology · Statistics 2010-04-27 Jean-Baptiste Aubin , Samuela Leoni-Aubin

Two-sample tests for multivariate data and non-Euclidean data are widely used in many fields. Parametric tests are mostly restrained to certain types of data that meets the assumptions of the parametric models. In this paper, we study a…

Methodology · Statistics 2018-05-01 Hao Chen , Xu Chen , Yi Su

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

In most medical research, the average treatment effect is used to evaluate a treatment's performance. However, precision medicine requires knowledge of individual treatment effects: What is the difference between a unit's measurement under…

Computation · Statistics 2022-08-30 Mingyang Cai , Stef van Buuren , Gerko Vink

Nonparametric two-sample testing is a classical problem in inferential statistics. While modern two-sample tests, such as the edge count test and its variants, can handle multivariate and non-Euclidean data, contemporary gargantuan datasets…

Methodology · Statistics 2023-04-28 Trambak Banerjee , Bhaswar B. Bhattacharya , Gourab Mukherjee

Uncovering the heterogeneous effects of particular policies or "treatments" is a key concern for researchers and policymakers. A common approach is to report average treatment effects across subgroups based on observable covariates.…

Econometrics · Economics 2025-10-02 Riccardo Di Francesco

Assume that we have a random sample from an absolutely continuous distribution (univariate, or multivariate) with a known functional form and some unknown parameters. In this paper, we have studied several parametric tests based on…

Statistics Theory · Mathematics 2024-05-14 Rahul Singh , Neeraj Misra

Identifying subgroups, which respond differently to a treatment, both in terms of efficacy and safety, is an important part of drug development. A well-known challenge in exploratory subgroup analyses is the small sample size in the…

Computation · Statistics 2016-06-28 Marius Thomas , Björn Bornkamp

The empirical literature on program evaluation limits its scope almost exclusively to models where treatment effects are homogenous for observationally identical individuals. This paper considers a treatment effect model in which treatment…

Methodology · Statistics 2019-02-20 Jason Abrevaya , Haiqing Xu

Randomized experimentation (also known as A/B testing or bucket testing) is widely used in the internet industry to measure the metric impact obtained by different treatment variants. A/B tests identify the treatment variant showing the…

Estimation of treatment effect for principal strata has been studied for more than two decades. Existing research exclusively focuses on the estimation, but there is little research on forming and testing hypotheses for principal…

Methodology · Statistics 2021-12-20 Yongming Qu , Stephen J. Ruberg , Junxiang Luo , Ilya Lipkovich