Caughey et al. (2023) Method

Wrapper for the method from Caughey et al. (2023) using the RIQITE package. This provides confidence intervals for effect quantiles using a single rank statistic.

Usage

method_caughey(
  Z,
  Y,
  k_vec,
  method.list = list(name = "Wilcoxon"),
  nperm = 10^4,
  alpha = 0.05
)

Arguments

Z

An n-dimensional binary treatment assignment vector (1 = treated, 0 = control).

Y

An n-dimensional observed outcome vector.

k_vec

Vector of quantile ranks to compute intervals for.

method.list

A list specifying the rank statistic method:

• name: "Wilcoxon" or "Stephenson"

• s: (for Stephenson) the parameter s

nperm

Number of permutations for the null distribution.

alpha

Significance level.

Value

A data frame with columns k, lower, and upper.

Details

This method is based on Caughey, Dafoe, Li, and Miratrix (2023) and uses the RIQITE package implementation. It provides simultaneous confidence intervals for specified quantiles using a single rank statistic.

References

Caughey, D., Dafoe, A., Li, X., and Miratrix, L. (2023). Randomization Inference for Treatment Effect Quantiles. Journal of the American Statistical Association.

See also

method_chen_li for the Chen and Li combination method, com_conf_quant_larger_cre for the CMRSS combined method

Examples

if (FALSE) { # \dontrun{
data(electric_teachers)
Z <- electric_teachers$TxAny
Y <- electric_teachers$gain

# Using Stephenson statistic with s = 6
result <- method_caughey(Z, Y,
                         k_vec = floor(c(0.7, 0.8, 0.9) * length(Z)),
                         method.list = list(name = "Stephenson", s = 6),
                         nperm = 10000,
                         alpha = 0.05)
print(result)
} # }