Randomization Tests for Weak Null Hypotheses in Randomized Experiments

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 does not affect the units on average. To use the FRT for a weak null hypothesis, we must address two issues. First, we need to impute the missing potential outcomes although the weak null hypothesis cannot determine all of them. Second, we need to choose a proper test statistic. For a general weak null hypothesis, we propose an approach to imputing missing potential outcomes under a compatible sharp null hypothesis. Building on this imputation scheme, we advocate a studentized statistic. The resulting FRT has multiple desirable features. First, it is model-free. Second, it is finite-sample exact under the sharp null hypothesis that we use to impute the potential outcomes. Third, it conservatively controls large-sample type I error under the weak null hypothesis of interest. Therefore, our FRT is agnostic to the treatment effect heterogeneity. We establish a unified theory for general factorial experiments and extend it to stratified and clustered experiments.

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PID https://www.doi.org/10.6084/m9.figshare.12071460.v1
URL http://dx.doi.org/10.6084/m9.figshare.12071460.v1
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Author Wu, Jason
Author Ding, Peng
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Collected From Datacite
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Publication Date 2020-01-01
Publisher Taylor & Francis
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Language UNKNOWN
Resource Type Other ORP type
keyword FOS: Mathematics
system:type other
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Source https://science-innovation-policy.openaire.eu/search/other?orpId=datacite____::66c5f0216f3bcfa72d2b1f178fea1ee0
Author jsonws_user
Last Updated 19 December 2020, 20:24 (CET)
Created 19 December 2020, 20:24 (CET)