Li Xinran, Ding Peng
Department of Statistics, Harvard University, Cambrdige, 02138, MA, U.S.A.
Department of Statistics, University of California, Berkeley, 94720-3860, CA, U.S.A.
Stat Med. 2016 Mar 15;35(6):957-60. doi: 10.1002/sim.6764.
Based on the physical randomization of completely randomized experiments, in a recent article in Statistics in Medicine, Rigdon and Hudgens propose two approaches to obtaining exact confidence intervals for the average causal effect on a binary outcome. They construct the first confidence interval by combining, with the Bonferroni adjustment, the prediction sets for treatment effects among treatment and control groups, and the second one by inverting a series of randomization tests. With sample size n, their second approach requires performing O(n4 )randomization tests. We demonstrate that the physical randomization also justifies other ways to constructing exact confidence intervals that are more computationally efficient. By exploiting recent advances in hypergeometric confidence intervals and the stochastic order information of randomization tests, we propose approaches that either do not need to invoke Monte Carlo or require performing at most O(n2) randomization tests. We provide technical details and R code in the Supporting Information.
基于完全随机实验的物理随机化,在《医学统计学》最近的一篇文章中,里格登和哈金斯提出了两种方法来获得二元结局平均因果效应的精确置信区间。他们通过结合治疗组和对照组中治疗效果的预测集并进行邦费罗尼调整来构建第一个置信区间,通过对一系列随机化检验求逆来构建第二个置信区间。对于样本量为(n)的情况,他们的第二种方法需要进行(O(n^4))次随机化检验。我们证明,物理随机化也为构建计算效率更高的精确置信区间提供了其他合理方法。通过利用超几何置信区间的最新进展和随机化检验的随机序信息,我们提出了要么无需调用蒙特卡罗方法,要么最多只需进行(O(n^2))次随机化检验的方法。我们在补充信息中提供了技术细节和(R)代码。