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 shift corrected conditional randomization test


Covariate Shift Corrected Conditional Randomization Test

Neural Information Processing Systems

Conditional independence tests are crucial across various disciplines in determining the independence of an outcome variable Y from a treatment variable X, conditioning on a set of confounders Z . The Conditional Randomization Test (CRT) offers a powerful framework for such testing by assuming known distributions of X \mid Z; it controls the Type-I error exactly, allowing for the use of flexible, black-box test statistics. In practice, testing for conditional independence often involves using data from a source population to draw conclusions about a target population. This can be challenging due to covariate shift---differences in the distribution of X, Z, and surrogate variables, which can affect the conditional distribution of Y \mid X, Z ---rendering traditional CRT approaches invalid. To address this issue, we propose a novel Covariate Shift Corrected Pearson Chi-squared Conditional Randomization (csPCR) test.