Searcharxiv⌕ Search

arXiv · 2610.02556

Randomization inference on cell effects under absorbing treatment onset

Abstract

In multiple-baseline experiments, staggered adoption designs, and stepped-wedge trials, every unit switches once from baseline to treatment at a randomized onset time and remains treated afterward. We label these designs as absorbing onset. Because such experiments often involve only a few heterogeneous units, randomization tests of the sharp null of no effect on any unit at any period are common. Rejecting this null, however, implies that some effect exists somewhere, not that it is large, positive for most unit-periods, or persistent. We study what randomization tests can establish for bounded nulls and quantile nulls on unit-period cell effects in absorbing onset designs. Under the assumption that a cell's potential outcome depends on its current treatment status and not on when treatment began, we establish finite-sample validity for both tests and develop the power theory for the bounded-null tests with a fixed number of units $N$ and a growing series length $T$ that admits $K_T$ onsets. The $p$-value against a fixed alternative decays as $K_T^{-N}$, not in $T$, with matching lower bounds, so the onset window, not the series length, determines the power. We also treat cases in which this assumption fails partially or completely, which motivates a sensitivity analysis.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Xinyuan Chen. 2026-10-01. Randomization inference on cell effects under absorbing treatment onset. https://arxiv.org/abs/2610.02556

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

GARCH copulas, v-transforms and D-vines for stochastic volatility

The bivariate copulas that describe the dependencies and partial dependencies of lagged variables in strictly stationary, first-order GARCH-type processes are investigated. It is shown that the copulas of symmetric GARCH processes are jointly symmetric but non-exchangeable, while the copulas of processes with symmetric innovation distributions and asymmetric leverage effects have weaker h-symmetry; copulas with asymmetric innovation distributions have neither form of symmetry. Since the true bivariate copulas are typically inaccessible, due to the unknown functional forms of the marginal distributions of GARCH processes, a new class of approximating copulas is proposed. These rely on copula density constructions that combine standard bivariate copula densities for positive dependence with two uniformity-preserving transformations known as v-transforms. The construction is shown to be particularly effective when applied to the density of the copula of the absolute values of a spherical t distribution. Tractable simplified D-vines incorporating the new pair copulas are developed for applications to time series showing stochastic volatility. The resulting models are shown to provide better fits to simulated data from GARCH processes, and to a dataset of financial exchange-rate returns, than have previously been obtained using vine copulas.

stat.ME↗

Selecting Informative Conformal Prediction Sets with an Optimized FCR-Controlled Approach

Conformal methods provide prediction sets for outcomes with confidence guarantees. We study their use in a selective inference setting, where inference is performed only when the prediction set is informative. The analyst may consider as informative, for example, cases with prediction sets that are sufficiently small, exclude null values, or satisfy other appropriate monotone constraints. Because inference is typically restricted to informative cases in practical applications, accounting for the resulting selection bias is crucial to maintaining false coverage rate (FCR) control. A general framework for constructing such informative conformal prediction sets while controlling the FCR on the selected sample was suggested in Gazin et al. (2025). In this work we focus on oracle-guided procedures. We derive the optimal decision policy under a suitable power objective in the oracle setting where the probability of belonging to each prediction set can be computed. In practice, of course, only estimated probabilities are available. We therefore introduce calibration procedures that adjust the oracle policy to maintain finite-sample FCR control. We show that this approach can achieve substantially higher power than available alternatives. We demonstrate the effectiveness of our new methods for classification outcomes on both real and simulated data.

stat.ME↗

Model--based clustering for spherical and hyper--spherical data using elliptically symmetric distributions

Model--based clustering for directional data data has attracted a lot of interest, but most methods utilize rotationally symmetric distributions. This paper suggests the use of elliptically symmetric distributions, namely the elliptically symmetric angular Gaussian and the spherical elliptically symmetric projected Cauchy distributions that were recently proposed in the literature for modelling spherical data. The expectation--maximization algorithm is employed and the inclusion of covariates is also examined. Simulation studies compare the two distributions in terms of choosing the optimal number of clusters and computational cost. We use the mixtures of these two distributions to cluster two datasets on the sphere (earthquake locations) and two hyper--spherical datasets.

stat.ME↗