论文标题

提高随机测试的功能

Improving the Power of the Randomization Test

论文作者

Krieger, Abba M., Azriel, David, Sklar, Michael, Kapelner, Adam

论文摘要

我们考虑了对两臂随机实验进行评估设计的问题,其标准是单方面无效假设的随机测试的幂。我们的评估假设一种响应在一个观察到的协变量,未观察到的成分和添加剂治疗效果中是线性的,而唯一的随机性来自治疗分配。众所周知,功率取决于观察到的协变量中分配的不平衡,这就是经典限制设计(例如重新汇总)的原因。我们表明,功率也受到另外两个设计选择的影响:设计中的分配数量以及分配之间的线性依赖程度。我们证明,分配越多,功率越高,功率的可变性越低。具有更大分配独立性的设计也显示出具有更高的性能。 我们的理论发现和广泛的模拟研究表明,具有最高功率的设计提供了数千种高度独立的分配,每个分配都在观察到的协变量中提供了标称的不平衡。这些高功率设计比完全随机化的随机化表现少于基于数值优化的最近提出的设计。练习实验者的模型选择是重新授位和贪婪的对切换,其中均优于完整的随机化和数值优化。我们发现的权衡还提供了一种手段,可以在重新汇总时指定不平衡阈值参数。

We consider the problem of evaluating designs for a two-arm randomized experiment with the criterion being the power of the randomization test for the one-sided null hypothesis. Our evaluation assumes a response that is linear in one observed covariate, an unobserved component and an additive treatment effect where the only randomness comes from the treatment allocations. It is well-known that the power depends on the allocations' imbalance in the observed covariate and this is the reason for the classic restricted designs such as rerandomization. We show that power is also affected by two other design choices: the number of allocations in the design and the degree of linear dependence among the allocations. We prove that the more allocations, the higher the power and the lower the variability in the power. Designs that feature greater independence of allocations are also shown to have higher performance. Our theoretical findings and extensive simulation studies imply that the designs with the highest power provide thousands of highly independent allocations that each provide nominal imbalance in the observed covariates. These high powered designs exhibit less randomization than complete randomization and more randomization than recently proposed designs based on numerical optimization. Model choices for a practicing experimenter are rerandomization and greedy pair switching, where both outperform complete randomization and numerical optimization. The tradeoff we find also provides a means to specify the imbalance threshold parameter when rerandomizing.

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