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

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  • Xiaokang Luo
  • Tirthankar Dasgupta
  • Minge Xie
  • Regina Y. Liu

Abstract

The flexibility and wide applicability of the Fisher randomization test (FRT) make 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’s of (i) an unambiguous procedure for inversion of FRTs to generate confidence intervals with guaranteed coverage, (ii) new insights on the effect of size of the Monte Carlo sample on the estimation of a p‐value curve and (iii) generic and specific methods to combine FRTs from multiple independent experiments with theoretical guarantees. 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.

Suggested Citation

  • Xiaokang Luo & Tirthankar Dasgupta & Minge Xie & Regina Y. Liu, 2021. "Leveraging the Fisher randomization test using confidence distributions: Inference, combination and fusion learning," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(4), pages 777-797, September.
    • Handle: RePEc:bla:jorssb:v:83:y:2021:i:4:p:777-797
    DOI: 10.1111/rssb.12429
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    References listed on IDEAS

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    Cited by:

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