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This paper proposes new tests of conditional independence of two random variables given a single-index involving an unknown finite-dimensional parameter. The tests employ Rosenblatt transforms and are shown to be distribution-free while…

Statistics Theory · Mathematics 2009-11-20 Kyungchul Song

Conditional independence testing is a key problem required by many machine learning and statistics tools. In particular, it is one way of evaluating the usefulness of some features on a supervised prediction problem. We propose a novel…

Machine Learning · Statistics 2019-08-02 Marco Henrique de Almeida Inácio , Rafael Izbicki , Rafael Bassi Stern

Individualized treatment decisions can improve health outcomes, but using data to make these decisions in a reliable, precise, and generalizable way is challenging with a single dataset. Leveraging multiple randomized controlled trials…

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

In the evaluation of treatment effects, it is of major policy interest to know if the treatment is beneficial for some and harmful for others, a phenomenon known as qualitative interaction. We formulate this question as a multiple testing…

Methodology · Statistics 2017-08-29 Qingyuan Zhao , Dylan S. Small , Weijie Su

Testing effect size homogeneity is an essential part when conducting a meta-analysis. Comparative studies of effect size homogeneity tests in case of binary outcomes are found in the literature, but no test has come out as an absolute…

Methodology · Statistics 2022-03-11 Osama Almalik

This study demonstrates the existence of a testable condition for the identification of the causal effect of a treatment on an outcome in observational data, which relies on two sets of variables: observed covariates to be controlled for…

Econometrics · Economics 2026-05-20 Martin Huber , Jannis Kueck

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

Econometrics · Economics 2026-01-13 Jiawei Fu , Donald P. Green

We introduce a test for the conditional independence of random variables $X$ and $Y$ given a random variable $Z$, specifically by sampling from the joint distribution $(X,Y,Z)$, binning the support of the distribution of $Z$, and conducting…

Statistics Theory · Mathematics 2024-02-05 Andrew Warren

We propose new statistical tests, in high-dimensional settings, for testing the independence of two random vectors and their conditional independence given a third random vector. The key idea is simple, i.e., we first transform each…

Methodology · Statistics 2026-01-28 Jinyuan Chang , Yue Du , Jing He , Qiwei Yao

A benefit of randomized experiments is that covariate distributions of treatment and control groups are balanced on average, resulting in simple unbiased estimators for treatment effects. However, it is possible that a particular…

Methodology · Statistics 2019-02-01 Zach Branson , Luke Miratrix

This paper shows how to use a randomized saturation experimental design to identify and estimate causal effects in the presence of spillovers--one person's treatment may affect another's outcome--and one-sided non-compliance--subjects can…

Testing conditional independence has many applications, such as in Bayesian network learning and causal discovery. Different test methods have been proposed. However, existing methods generally can not work when only discretized…

Machine Learning · Statistics 2025-03-19 Boyang Sun , Yu Yao , Guang-Yuan Hao , Yumou Qiu , Kun Zhang

This paper introduces the \textit{weighted partial copula} function for testing conditional independence. The proposed test procedure results from these two ingredients: (i) the test statistic is an explicit Cramer-von Mises transformation…

Methodology · Statistics 2021-02-15 Pascal Bianchi , Kevin Elgui , François Portier

Many testing problems are readily amenable to randomised tests such as those employing data splitting. However despite their usefulness in principle, randomised tests have obvious drawbacks. Firstly, two analyses of the same dataset may…

Methodology · Statistics 2024-09-05 F. Richard Guo , Rajen D. Shah

Testing independence among a number of (ultra) high-dimensional random samples is a fundamental and challenging problem. By arranging $n$ identically distributed $p$-dimensional random vectors into a $p \times n$ data matrix, we investigate…

Statistics Theory · Mathematics 2017-03-28 Xi Chen , Weidong Liu

P values or risk ratios from multiple, independent studies, observational or randomized, can be computationally combined to provide an overall assessment of a research question in meta-analysis. There is a need to examine the reliability of…

Methodology · Statistics 2021-10-28 S. Stanley Young , Warren B. Kindzierski

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

Many multiple testing procedures make use of the p-values from the individual pairs of hypothesis tests, and are valid if the p-value statistics are independent and uniformly distributed under the null hypotheses. However, it has recently…

Methodology · Statistics 2011-08-25 Joshua D. Habiger , Edsel A. Pena

Conditional independence (CI) testing arises naturally in many scientific problems and applications domains. The goal of this problem is to investigate the conditional independence between a response variable $Y$ and another variable $X$,…

Methodology · Statistics 2025-10-07 Adel Javanmard , Mohammad Mehrabi
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