A closer look at testing the ``no-treatment-effect hypothesis in a comparative experiment

DOI10.1214/15-STS513zbMATH Open1332.62065arXiv1509.03108MaRDI QIDQ254464FDOQ254464

Authors: Joseph B. Lang 

Publication date: 8 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Abstract: Standard tests of the "no-treatment-effect" hypothesis for a comparative experiment include permutation tests, the Wilcoxon rank sum test, two-sample $t$ tests, and Fisher-type randomization tests. Practitioners are aware that these procedures test different no-effect hypotheses and are based on different modeling assumptions. However, this awareness is not always, or even usually, accompanied by a clear understanding or appreciation of these differences. Borrowing from the rich literatures on causality and finite-population sampling theory, this paper develops a modeling framework that affords answers to several important questions, including: exactly what hypothesis is being tested, what model assumptions are being made, and are there other, perhaps better, approaches to testing a no-effect hypothesis? The framework lends itself to clear descriptions of three main inference approaches: process-based, randomization-based, and selection-based. It also promotes careful consideration of model assumptions and targets of inference, and highlights the importance of randomization. Along the way, Fisher-type randomization tests are compared to permutation tests and a less well-known Neyman-type randomization test. A simulation study compares the operating characteristics of the Neyman-type randomization test to those of the other more familiar tests.

Full work available at URL: https://arxiv.org/abs/1509.03108

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zbMATH Keywords

Fisher's exact testpermutation testscausal effectscompletely randomized designfinite-population sampling theoryFisher vs. NeymanHorvitz-Thompson estimatornonmeasurable probability samplepotential variablesprocess-based inferencerandomization testsrandomization-based inferenceselection-based inference

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10)

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Cited In (6)

• A paradox from randomization-based causal inference
• Channeling Fisher: randomization tests and the statistical insignificance of seemingly significant experimental results
• Randomization Tests for Weak Null Hypotheses in Randomized Experiments
• An apparent paradox explained
• Posterior predictive \(p\)-values with Fisher randomization tests in noncompliance settings: test statistics vs discrepancy measures
• Randomization-based tests for ``no treatment effects

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