论文标题

分层随机实验和观察性研究中的治疗效应效应分位数

Treatment Effect Quantiles in Stratified Randomized Experiments and Matched Observational Studies

论文作者

Su, Yongchang, Li, Xinran

论文摘要

评估治疗效果已成为许多应用的重要主题。但是,大多数现有文献主要集中在平均治疗效果上。当单个效应是重尾或具有离群值较高的值时,平均效应不仅可能不适合总结治疗效果,而且由于大样本近似值不佳而导致的常规推断可能是敏感的,可能是无效的。在本文中,我们专注于单个效应的分位数,在存在极端效应的情况下,这可以更强大地衡量治疗效果。此外,我们对单个效应分位数的推论纯粹是基于随机的,这避免了单位上的任何分布假设。我们首先考虑了分层随机实验的推断,从而扩展了Caughey等人的最新工作。 (2021)。用于测试单个效应分位数的无效假设的有效$ p $值的计算涉及线性整数编程,这通常是NP的。为了克服这个问题,我们提出了一种具有一定最佳转换的贪婪算法,该算法的计算成本要低得多,但仍会导致有效的$ p $值,而不是通过放弃整数约束来保守的。然后,我们将方法扩展到匹配的观察性研究,并提出灵敏度分析,以研究我们对单个效应分位数的推论在多大程度上对无法衡量的混淆是可靠的。随机推断和灵敏度分析对于所有单个效应的分位数同时有效,实际上,这些效果实际上是添加到常规分析中的免费午餐,假设持续效应。此外,可以轻松地对推理结果进行可视化和解释。

Evaluating the treatment effects has become an important topic for many applications. However, most existing literature focuses mainly on the 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 the 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 effects, which can be more robust measures of treatment effects in the presence of extreme individual effects. Moreover, our inference for quantiles of individual effects are purely randomization-based, which avoids any distributional assumption on the units. We first consider inference for stratified randomized experiments, extending the recent work of Caughey et al. (2021). The calculation of valid $p$-values for testing null hypotheses on quantiles of individual effects involves linear integer programming, which is generally NP hard. To overcome this issue, we propose a greedy algorithm with a certain optimal transformation, which has much lower computational cost, still leads to valid $p$-values and is less conservative than the usual relaxation by dropping the integer constraint. We then extend our approach to matched observational studies and propose sensitivity analysis to investigate to what extent our inference on quantiles of individual effects is robust to unmeasured confounding. Both the randomization inference and sensitivity analysis are simultaneously valid for all quantiles of individual effects, which are actually free lunches added to the conventional analysis assuming constant effects. Furthermore, the inference results can be easily visualized and interpreted.

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