evalITR (version 1.1.0)

consist.test: The Consistency Test for Grouped Average Treatment Effects (GATEs) in Randomized Experiments

Description

Tests whether treatment effects are nondecreasing across score groups.

Usage

consist.test(T, tau, Y, ngates = 5, nsim = 10000, centered = TRUE)

Value

A list with test statistic stat and p-value pval.

Arguments

T

Binary treatment indicator (0 or 1).

tau

Continuous score vector.

Y

Outcome vector.

ngates

Number of groups (at least 2).

nsim

Number of Monte Carlo draws (at least 2).

centered

Whether to center outcomes before estimation.

Author

Michael Lingzhi Li, Technology and Operations Management, Harvard Business School , https://www.michaellz.com/;

Details

See GATE for inference details.

References

Imai and Li (2022). “Statistical Inference for Heterogeneous Treatment Effects Discovered by Generic Machine Learning in Randomized Experiments”,

Examples

T = c(1,0,1,0,1,0,1,0)
tau = c(0,0.1,0.2,0.3,0.4,0.5,0.6,0.7)
Y = c(4,5,0,2,4,1,-4,3)
consisttestlist <- consist.test(T,tau,Y,ngates=2)
consisttestlist$stat
consisttestlist$pval