permTest.md: Perform a permutation test using the Mahalanobis distance

In ivmodel: Statistical Inference and Sensitivity Analysis for Instrumental Variables Model

Perform a permutation test using the Mahalanobis distance

Description

permTest.md performs a permutation test for complete randomization using the Mahalanobis distance as a test statistic.

Usage

permTest.md(X, indicator, assignment = "complete", perms = 1000, subclass = NULL)

Arguments

X	Covariate matrix (with units as rows and covariates as columns).
indicator	Binary indicator vector (must contain 1 or 0 for each unit). For example, could be a binary treatment or instrument.
assignment	Must be "complete", "block", or "bernoulli". Designates whether to test for complete randomization, block randomization, or Bernoulli trials.
subclass	Vector of subclasses (one for each unit). Subclasses can be numbers or characters, as long as there is one specified for each unit. Only needed if assignment = "block".
perms	Number of permutations used to approximate the permutation test.

Value

p-value testing whether or not an indicator (treatment or instrument) is as-if randomized under complete randomization (i.e., random permutations), block randomization (i.e., random permutations within subclasses), or Bernoulli trials.

Author(s)

Zach Branson and Luke Keele

References

Branson, Z. and Keele, L. (2020). Evaluating a Key Instrumental Variable Assumption Using Randomization Tests. American Journal of Epidemiology. To appear.

Examples

	#load the data
	data(icu.data)
	#the covariate matrix is
	X = as.matrix(subset(icu.data, select = -c(open_bin, icu_bed)))
	#the treatment
	D = icu.data$icu_bed
	#the instrument
	Z = icu.data$open_bin
	#the subclass
	subclass = icu.data$site
	
	#can uncomment the following code for examples

	#permutation test for complete randomization (for the treatment)
	#permTest.md(X = X, indicator = D,
	#assignment = "complete", perms = 500)
	#permutation test for complete randomization (for the instrument)
	#permTest.md(X = X, indicator = Z,
	#assignment = "complete", perms = 500)
	#permutation test for block randomization (for the treatment)
	#permTest.md(X = X, indicator = D,
	#assignment = "block", subclass = subclass, perms = 500)
	#permutation test for block randomization (for the instrument)
	#permTest.md(X = X, indicator = Z,
	#assignment = "block", subclass = subclass, perms = 500)
	#permutation test for bernoulli trials (for the treatment)
	#permTest.md(X = X, indicator = D,
	#assignment = "bernoulli", perms = 500)
	#permutation test for bernoulli randomization (for the instrument)
	#permTest.md(X = X, indicator = Z,
	#assignment = "bernoulli", perms = 500)

ivmodel documentation built on April 9, 2023, 5:08 p.m.