Randomization Inference for Treatment Effect Variation

DOI10.48550/ARXIV.1412.5000zbMATH Open1414.62146arXiv1412.5000OpenAlexW1577411356WikidataQ61450171 ScholiaQ61450171MaRDI QIDQ75397FDOQ75397

Peng Ding, Peng Ding, Avi Feller, Avi Feller, Luke W. Miratrix, Luke Miratrix

Publication date: 16 December 2014

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Abstract: Applied researchers are increasingly interested in whether and how treatment effects vary in randomized evaluations, especially variation not explained by observed covariates. We propose a model-free approach for testing for the presence of such unexplained variation. To use this randomization-based approach, we must address the fact that the average treatment effect, generally the object of interest in randomized experiments, actually acts as a nuisance parameter in this setting. We explore potential solutions and advocate for a method that guarantees valid tests in finite samples despite this nuisance. We also show how this method readily extends to testing for heterogeneity beyond a given model, which can be useful for assessing the sufficiency of a given scientific theory. We finally apply our method to the National Head Start Impact Study, a large-scale randomized evaluation of a Federal preschool program, finding that there is indeed significant unexplained treatment effect variation.

Full work available at URL: https://arxiv.org/abs/1412.5000

zbMATH Keywords

causal inferencehead startheterogeneous treatment effectrandomization test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Foundations and philosophical topics in statistics (62A01)

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