Randomization Tests in Observational Studies With Staggered Adoption of Treatment
Randomization Tests in Observational Studies With Staggered Adoption of Treatment
复制标题
观察性研究中的随机化检验与交错采用的治疗
DOI：
--
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发表时间：
2019
影响因子：
3.7
通讯作者：
Panos Toulis
中科院分区：
文献类型：
--
作者：
A. Shaikh;Panos Toulis
本文考虑时变处理的观察性研究中的推理问题。除了一个明确的假设，即潜在结果与单元根据观察到的特征采用治疗的时间无关，我们的分析还假设每个单元采用治疗的时间遵循Cox比例风险模型。这一假设允许每个单元采取处理的时间取决于观察到的单元的特性，但施加了多个单元同时采用处理的概率为零的限制。在这种背景下，我们研究了零假设的随机化检验，该零假设指定在分布意义上对所有单元和所有时间段没有处理效果。我们首先证明了将Cox模型的参数视为已知的不可行检验，在有限样本中，在不大于名义水平的零假设下，拒绝概率是存在的。由于这些参数在实践中是未知的，这一结果激发了一种可行的检验，即用一致的估计器来取代这些参数。虽然所得到的检验不需要具有与不可行检验相同的有限样本有效性，但我们证明了在不大于名义水平的零假设下，它具有极限拒绝概率。在模拟研究中，我们检查了我们的理论结果的实际相关性，包括对每个单元采取治疗的时间的模型错误指定的稳健性。最后，我们使用阿巴迪、戴蒙德和海因穆勒的基于合成对照的测试统计数据和烟草立法数据，对我们的方法进行了实证应用。这篇文章的补充材料可以在网上找到。
ABSTRACT This article considers the problem of inference in observational studies with time-varying adoption of treatment. In addition to an unconfoundedness assumption that the potential outcomes are independent of the times at which units adopt treatment conditional on the units’ observed characteristics, our analysis assumes that the time at which each unit adopts treatment follows a Cox proportional hazards model. This assumption permits the time at which each unit adopts treatment to depend on the observed characteristics of the unit, but imposes the restriction that the probability of multiple units adopting treatment at the same time is zero. In this context, we study randomization tests of a null hypothesis that specifies that there is no treatment effect for all units and all time periods in a distributional sense. We first show that an infeasible test that treats the parameters of the Cox model as known has rejection probability under the null hypothesis no greater than the nominal level in finite samples. Since these parameters are unknown in practice, this result motivates a feasible test that replaces these parameters with consistent estimators. While the resulting test does not need to have the same finite-sample validity as the infeasible test, we show that it has limiting rejection probability under the null hypothesis no greater than the nominal level. In a simulation study, we examine the practical relevance of our theoretical results, including robustness to misspecification of the model for the time at which each unit adopts treatment. Finally, we provide an empirical application of our methodology using the synthetic control-based test statistic and tobacco legislation data found in Abadie, Diamond and Hainmueller. Supplementary materials for this article are available online.
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DOI：
10.1146/annurev-economics-080217-053402
发表时间：
2018-01-01
期刊：
ANNUAL REVIEW OF ECONOMICS, VOL 10
影响因子：
--
作者：
Abadie, Alberto;Cattaneo, Matias D.
通讯作者：
Cattaneo, Matias D.
影响因子：
12.6
作者：
Abadie, Alberto
通讯作者：
Abadie, Alberto
影响因子：
3.7
作者：
Cattaneo, Matias D.;Feng, Yingjie;Titiunik, Rocio
通讯作者：
Titiunik, Rocio
DOI：
10.1080/01621459.2021.1971535
发表时间：
2021-11-03
影响因子：
3.7
作者：
Abadie, Alberto;L'Hour, Jeremy
通讯作者：
L'Hour, Jeremy