Leveraging the Fisher randomization test using confidence distributions: inference, combination and fusion learning

Autor: Luo, Xiaokang, Dasgupta, Tirthankar, Xie, Minge, Liu, Regina
Rok vydání: 2020
Předmět:
Druh dokumentu: Working Paper
Popis: The flexibility and wide applicability of the Fisher randomization test (FRT) makes it an attractive tool for assessment of causal effects of interventions from modern-day randomized experiments that are increasing in size and complexity. This paper provides a theoretical inferential framework for FRT by establishing its connection with confidence distributions Such a connection leads to development of (i) an unambiguous procedure for inversion of FRTs to generate confidence intervals with guaranteed coverage, (ii) generic and specific methods to combine FRTs from multiple independent experiments with theoretical guarantees and (iii) new insights on the effect of size of the Monte Carlo sample on the results of FRT. Our developments pertain to finite sample settings but have direct extensions to large samples. Simulations and a case example demonstrate the benefit of these new developments.
Databáze: arXiv