consist.test: The Consistency Test for Grouped Average Treatment Effects...

In evalHTE: Evaluating Heterogeneous Treatment Effects

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(D, tau, Y, ngates = 5, nsim = 10000, centered = TRUE)

Arguments

D	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.

Details

Uses consist.test for inference.

Value

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

Author(s)

Michael Lingzhi Li, Technology and Operations Management, Harvard Business School [e-mail], https://www.michaellz.com/;

References

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

Examples

D = 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(D,tau,Y,ngates=2)
consisttestlist$stat
consisttestlist$pval

evalHTE documentation built on Sept. 7, 2026, 9:06 a.m.