Treatment effect quantiles in stratified randomized experiments and matched observational studies

• 成果类型: Article
• 署名作者: Su, Yongchang; Li, Xinran
• 署名单位: University of Illinois System; University of Illinois Urbana-Champaign
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asad030
• 发表日期: 2024
• 页码: 235254
• 关键词: superior design sensitivity; confidence-intervals; knapsack-problem; o(n) algorithm; inference; tests

摘要

Evaluating the treatment effect has become an important topic for many applications. However, most existing literature focuses mainly on average treatment effects. When the individual effects are heavy tailed or have outlier values, not only may the average effect not be appropriate for summarizing treatment effects, but also the conventional inference for it can be sensitive and possibly invalid due to poor large-sample approximations. In this paper we focus on quantiles of individual treatment effects, which can be more robust in the presence of extreme individual effects. Moreover, our inference for them is purely randomization based, avoiding any distributional assumptions on the units. We first consider inference in stratified randomized experiments, extending the recent work by . We show that the computation of valid p-values for testing null hypotheses on quantiles of individual effects can be transformed into instances of the multiple-choice knapsack problem, which can be efficiently solved exactly or slightly conservatively. We then extend our approach to matched observational studies and propose a sensitivity analysis to investigate to what extent our inference on quantiles of individual effects is robust to unmeasured confounding. The proposed randomization inference and sensitivity analysis are simul- taneously valid for all quantiles of individual effects, noting that the analysis for the maximum or minimum individual effect coincides with the conventional analysis assuming constant treatment effects.