arXiv subjects

Anqi Zhao

Publications and source records attributed to Anqi Zhao.

25 records · Page 2Linked to original sources

arXiv2021

Regression-based causal inference with factorial experiments: estimands, model specifications, and design-based properties

Factorial designs are widely used due to their ability to accommodate multiple factors simultaneously. The factor-based regression with main effects and some interactions is the dominant strategy for downstream data analysis, delivering point estimators and standard errors via one single regression. Justification of these convenient estimators from the design-based perspective requires quantifying their sampling properties under the assignment mechanism conditioning on the potential outcomes. To this end, we derive the sampling properties of the factor-based regression estimators from both saturated and unsaturated models, and demonstrate the appropriateness of the robust standard errors for the Wald-type inference. We then quantify the bias-variance trade-off between the saturated and unsaturated models from the design-based perspective, and establish a novel design-based Gauss--Markov theorem that ensures the latter's gain in efficiency when the nuisance effects omitted indeed do not exist. As a byproduct of the process, we unify the definitions of factorial effects in various literatures and propose a location-shift strategy for their direct estimation from factor-based regressions. Our theory and simulation suggest using factor-based inference for general factorial effects, preferably with parsimonious specifications in accordance with the prior knowledge of zero nuisance effects.

stat.ME↗

arXiv2021

Reconciling design-based and model-based causal inferences for split-plot experiments

The split-plot design assigns different interventions at the whole-plot and sub-plot levels, respectively, and induces a group structure on the final treatment assignments. A common strategy is to use the OLS fit of the outcome on the treatment indicators coupled with the robust standard errors clustered at the whole-plot level. It does not give consistent estimator for the causal effects of interest when the whole-plot sizes vary. Another common strategy is to fit the linear mixed-effects model of the outcome with Normal random effects and errors. It is a purely model-based approach and can be sensitive to violations of parametric assumptions. In contrast, the design-based inference assumes no outcome models and relies solely on the controllable randomization mechanism determined by the physical experiment. We first extend the existing design-based inference based on the {\htf} estimator to the Hajek estimator, and establish the finite-population central limit theorem for both under split-plot randomization. We then reconcile the results with those under the model-based approach, and propose two regression strategies, namely (i) the WLS fit of the unit-level data based on the inverse probability weighting and (ii) the OLS fit of the aggregate data based on whole-plot total outcomes, to reproduce the Hajek and {\htf} estimators from least squares, respectively. This, together with the asymptotic conservativeness of the corresponding cluster-robust covariances for estimating the true design-based covariances as we establish in the process, justifies the validity of regression-based estimators for design-based inference. In light of the flexibility of regression formulation with covariate adjustment, we further extend the theory to the case with covariates and demonstrate the efficiency gain by regression-based covariate adjustment via both asymptotic theory and simulation.

stat.ME↗

arXiv2021

To adjust or not to adjust? Estimating the average treatment effect in randomized experiments with missing covariates

Complete randomization allows for consistent estimation of the average treatment effect based on the difference in means of the outcomes without strong modeling assumptions on the outcome-generating process. Appropriate use of the pretreatment covariates can further improve the estimation efficiency. However, missingness in covariates is common in experiments and raises an important question: should we adjust for covariates subject to missingness, and if so, how? The unadjusted difference in means is always unbiased. The complete-covariate analysis adjusts for all completely observed covariates and improves the efficiency of the difference in means if at least one completely observed covariate is predictive of the outcome. Then what is the additional gain of adjusting for covariates subject to missingness? A key insight is that the missingness indicators act as fully observed pretreatment covariates as long as missingness is not affected by the treatment, and can thus be used in covariate adjustment to bring additional estimation efficiency. This motivates adding the missingness indicators to the regression adjustment, yielding the missingness-indicator method as a well-known but not so popular strategy in the literature of missing data. We recommend it due to its many advantages. We also propose modifications to the missingness-indicator method based on asymptotic and finite-sample considerations. To reconcile the conflicting recommendations in the missing data literature, we analyze and compare various strategies for analyzing randomized experiments with missing covariates under the design-based framework. This framework treats randomization as the basis for inference and does not impose any modeling assumptions on the outcome-generating process and missing-data mechanism.

stat.ME↗

arXiv2021

Covariate-adjusted Fisher randomization tests for the average treatment effect

Fisher's randomization test (FRT) delivers exact $p$-values under the strong null hypothesis of no treatment effect on any units whatsoever and allows for flexible covariate adjustment to improve the power. Of interest is whether the procedure could also be valid for testing the weak null hypothesis of zero average treatment effect. Towards this end, we evaluate two general strategies for FRT with covariate-adjusted test statistics: that based on the residuals from an outcome model with only the covariates, and that based on the output from an outcome model with both the treatment and the covariates. Based on theory and simulation, we recommend using the ordinary least squares (OLS) fit of the observed outcome on the treatment, centered covariates, and their interactions for covariate adjustment, and conducting FRT with the robust $t$-value of the treatment as the test statistic. The resulting FRT is finite-sample exact for the strong null hypothesis, asymptotically valid for the weak null hypothesis, and more powerful than the unadjusted analog under alternatives, all irrespective of whether the linear model is correctly specified or not. We develop the theory for complete randomization, cluster randomization, stratified randomization, and rerandomization, respectively, and give a recommendation for the test procedure and test statistic under each design. We first focus on the finite-population perspective and then extend the result to the super-population perspective, highlighting the difference in standard errors. Motivated by the similarity in procedure, we also evaluate the design-based properties of five existing permutation tests originally for linear models and show the superiority of the proposed FRT for testing the treatment effects.

stat.ME↗

arXiv2017

MSIQ: Joint Modeling of Multiple RNA-seq Samples for Accurate Isoform Quantification

Next-generation RNA sequencing (RNA-seq) technology has been widely used to assess full-length RNA isoform abundance in a high-throughput manner. RNA-seq data offer insight into gene expression levels and transcriptome structures, enabling us to better understand the regulation of gene expression and fundamental biological processes. Accurate isoform quantification from RNA-seq data is challenging due to the information loss in sequencing experiments. A recent accumulation of multiple RNA-seq data sets from the same tissue or cell type provides new opportunities to improve the accuracy of isoform quantification. However, existing statistical or computational methods for multiple RNA-seq samples either pool the samples into one sample or assign equal weights to the samples when estimating isoform abundance. These methods ignore the possible heterogeneity in the quality of different samples and could result in biased and unrobust estimates. In this article, we develop a method, which we call "joint modeling of multiple RNA-seq samples for accurate isoform quantification" (MSIQ), for more accurate and robust isoform quantification by integrating multiple RNA-seq samples under a Bayesian framework. Our method aims to (1) identify a consistent group of samples with homogeneous quality and (2) improve isoform quantification accuracy by jointly modeling multiple RNA-seq samples by allowing for higher weights on the consistent group. We show that MSIQ provides a consistent estimator of isoform abundance, and we demonstrate the accuracy and effectiveness of MSIQ compared with alternative methods through simulation studies on D. melanogaster genes. We justify MSIQ's advantages over existing approaches via application studies on real RNA-seq data from human embryonic stem cells, brain tissues, and the HepG2 immortalized cell line.

stat.AP↗

arXiv2016

Randomization-Based Causal Inference from Unbalanced 2^2 Split-Plot Designs

Given two 2-level factors of interest, a 2^2 split-plot design} (a) takes each of the $2^2=4$ possible factorial combinations as a treatment, (b) identifies one factor as `whole-plot,' (c) divides the experimental units into blocks, and (d) assigns the treatments in such a way that all units within the same block receive the same level of the whole-plot factor. Assuming the potential outcomes framework, we propose in this paper a randomization-based estimation procedure for causal inference from 2^2 designs that are not necessarily balanced. Sampling variances of the point estimates are derived in closed form as linear combinations of the between- and within-block covariances of the potential outcomes. Results are compared to those under complete randomization as measures of design efficiency. Interval estimates are constructed based on conservative estimates of the sampling variances, and the frequency coverage properties evaluated via simulation. Asymptotic connections of the proposed approach to the model-based super-population inference are also established. Superiority over existing model-based alternatives is reported under a variety of settings for both binary and continuous outcomes.

stat.ME↗

arXiv2015

Neyman-Pearson Classification under High-Dimensional Settings

Most existing binary classification methods target on the optimization of the overall classification risk and may fail to serve some real-world applications such as cancer diagnosis, where users are more concerned with the risk of misclassifying one specific class than the other. Neyman-Pearson (NP) paradigm was introduced in this context as a novel statistical framework for handling asymmetric type I/II error priorities. It seeks classifiers with a minimal type II error and a constrained type I error under a user specified level. This article is the first attempt to construct classifiers with guaranteed theoretical performance under the NP paradigm in high-dimensional settings. Based on the fundamental Neyman-Pearson Lemma, we used a plug-in approach to construct NP-type classifiers for Naive Bayes models. The proposed classifiers satisfy the NP oracle inequalities, which are natural NP paradigm counterparts of the oracle inequalities in classical binary classification. Besides their desirable theoretical properties, we also demonstrated their numerical advantages in prioritized error control via both simulation and real data studies.

stat.ML↗