Randomization Inference beyond the Sharp Null: Bounded Null Hypotheses and Quantiles of Individual Treatment Effects

no code implementations • 22 Jan 2021 • Devin Caughey, Allan Dafoe, Xinran Li, Luke Miratrix

We show that exact confidence intervals for the maximum (or minimum) unit-level effect can be obtained by inverting tests for a sequence of bounded nulls.

Methodology Statistics Theory Statistics Theory