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arXiv 2102.10778stat.ME
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在控制错误发现的同时交互式识别具有正向处理效应的个体

Interactive identification of individuals with positive treatment effect while controlling false discoveries

Boyan Duan, Larry Wasserman, Aaditya Ramdas

AI总结:

针对随机实验中个体正向处理效应识别难题,本文提出支持交互式引导的多重检验算法,可在有限样本中非渐近控制FDR,并扩展至观察性研究、配对样本与子组识别。

摘要:

在一项预期存在异质性处理效应的随机实验中,能否从参与者中识别出哪些受试者具有正向处理效应?尽管子组分析已受到关注,但针对个体参与者作出结论要困难得多。我们将该问题表述为多重假设检验:每个个体都有一个原假设(例如声明潜在结果相等),而我们的目标是识别那些原假设为假的个体(例如处理的潜在结果随机优于对照的潜在结果)。我们开发了一种新颖算法,可识别这样的子集,并对错误发现率(FDR)实现非渐近控制。该算法允许交互——人类数据科学家(或计算机程序)可以以依赖于数据的方式自适应地引导算法,以提升检验功效。我们展示了如何将这些方法扩展到观察性设置,并实现一种双重稳健的 FDR 控制。我们还提出若干扩展:(a) 将原假设放宽为非正向效应;(b) 从非配对样本转向配对样本;(c) 子组识别。通过数值实验和理论分析,我们证明所提出方法在有限样本中具有有效的 FDR 控制,并具有相当高的识别功效。

英文摘要:

Out of the participants in a randomized experiment with anticipated heterogeneous treatment effects, is it possible to identify which subjects have a positive treatment effect? While subgroup analysis has received attention, claims about individual participants are much more challenging. We frame the problem in terms of multiple hypothesis testing: each individual has a null hypothesis (stating that the potential outcomes are equal, for example) and we aim to identify those for whom the null is false (the treatment potential outcome stochastically dominates the control one, for example). We develop a novel algorithm that identifies such a subset, with nonasymptotic control of the false discovery rate (FDR). Our algorithm allows for interaction -- a human data scientist (or a computer program) may adaptively guide the algorithm in a data-dependent manner to gain power. We show how to extend the methods to observational settings and achieve a type of doubly-robust FDR control. We also propose several extensions: (a) relaxing the null to nonpositive effects, (b) moving from unpaired to paired samples, and (c) subgroup identification. We demonstrate via numerical experiments and theoretical analysis that the proposed method has valid FDR control in finite samples and reasonably high identification power.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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