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 randomization test


Fit CATE Once: Model-Assisted Randomization Tests Without Sample Splitting

arXiv.org Machine Learning

Randomization tests and flexible treatment-effect models offer complementary strengths for analyzing data from randomized panel experiments: the former provide valid inference under the known assignment mechanism, while the latter can capture complex patterns of effect heterogeneity. We develop model-assisted randomization tests that combine these strengths without sample splitting. The key idea is to estimate an unsigned version of the conditional average treatment effect (CATE) from the covariance structure of residualized outcomes, while leaving the realized assignments for randomization inference. The remaining sign can be chosen to best fit the observed outcomes. We establish identification and consistency for the proposed unsigned CATE estimators, as well as validity for the CATE-assisted randomization tests. Across synthetic and semi-synthetic experiments, the CATE-assisted randomization tests control Type I error and achieve higher power than covariate-adjusted and sample-split alternatives. Finally, we show that the assignment-free CATE estimates can be used to discover heterogeneous subgroups and test subgroup-specific treatment effects.










ML-assisted Randomization Tests for Detecting Treatment Effects in A/B Experiments

arXiv.org Machine Learning

Experimentation is widely utilized for causal inference and data-driven decision-making across disciplines. In an A/B experiment, for example, an online business randomizes two different treatments (e.g., website designs) to their customers and then aims to infer which treatment is better. In this paper, we construct randomization tests for complex treatment effects, including heterogeneity and interference. A key feature of our approach is the use of flexible machine learning (ML) models, where the test statistic is defined as the difference between the cross-validation errors from two ML models, one including the treatment variable and the other without it. This approach combines the predictive power of modern ML tools with the finite-sample validity of randomization procedures, enabling a robust and efficient way to detect complex treatment effects in experimental settings. We demonstrate this combined benefit both theoretically and empirically through applied examples.