REVIEW 4 cited by
Randomization Inference: Theory and Applications
Not yet reviewed by Pith; the record is open.
This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.
SPECIMEN: schema-true, not a live event
T0 review · schema-true
One-sentence machine reading of the paper's core claim.
pith:XXXXXXXX · record.json · timestamp
read the original abstract
We review approaches to statistical inference based on randomization. Permutation tests are treated as an important special case. Under a certain group invariance property, referred to as the ``randomization hypothesis,'' randomization tests achieve exact control of the Type I error rate in finite samples. Although this unequivocal precision is very appealing, the range of problems that satisfy the randomization hypothesis is somewhat limited. We show that randomization tests are often asymptotically, or approximately, valid and efficient in settings that deviate from the conditions required for finite-sample error control. When randomization tests fail to offer even asymptotic Type 1 error control, their asymptotic validity may be restored by constructing an asymptotically pivotal test statistic. Randomization tests can then provide exact error control for tests of highly structured hypotheses with good performance in a wider class of problems. We give a detailed overview of several prominent applications of randomization tests, including two-sample permutation tests, regression, and conformal inference.
Forward citations
Cited by 4 Pith papers
-
More Permutations Do Not Always Increase Power: Non-monotonicity in Monte Carlo Permutation Tests
Power in Monte Carlo permutation tests is non-monotonic and can decrease with more sampled permutations, with such decreases occurring infinitely often due to distributional discreteness.
-
Testing hypotheses via orthogonalization
A noise-based orthogonalization framework for valid hypothesis testing that extends to post-selection inference under mild assumptions.
-
Sequential Audit Sampling with Statistical Guarantees
The work provides a sequential testing framework for audit sampling that controls decision error rates ex ante through exact finite-population boundaries and Monte Carlo calibration at least-favorable rates.
-
Robust Estimation and Inference with Selective Borrowing in Hybrid Controlled Trials: A Tutorial with SelectiveIntegrative and intFRT
Tutorial on a statistical roadmap and R packages for selective borrowing in hybrid controlled trials, demonstrated on synthetic lung cancer data.
Discussion (0). Sign in to comment.