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A paradox from randomization-based causal inference. (English) Zbl 1442.62014

Summary: Under the potential outcomes framework, causal effects are defined as comparisons between potential outcomes under treatment and control. To infer causal effects from randomized experiments, J. Splawa-Neyman [Stat. Sci. 5, No. 4, 465–472 (1990; Zbl 0955.01560)] proposed to test the null hypothesis of zero average causal effect (Neyman’s null), and Fisher proposed to test the null hypothesis of zero individual causal effect (Fisher’s null). Although the subtle difference between Neyman’s null and Fisher’s null has caused a lot of controversies and confusions for both theoretical and practical statisticians, a careful comparison between the two approaches has been lacking in the literature for more than eighty years. We fill this historical gap by making a theoretical comparison between them and highlighting an intriguing paradox that has not been recognized by previous researchers. Logically, Fisher’s null implies Neyman’s null. It is therefore surprising that, in actual completely randomized experiments, rejection of Neyman’s null does not imply rejection of Fisher’s null for many realistic situations, including the case with constant causal effect. Furthermore, we show that this paradox also exists in other commonly-used experiments, such as stratified experiments, matched-pair experiments and factorial experiments. Asymptotic analyses, numerical examples and real data examples all support this surprising phenomenon. Besides its historical and theoretical importance, this paradox also leads to useful practical implications for modern researchers.

MSC:

62A01 Foundations and philosophical topics in statistics
62G10 Nonparametric hypothesis testing
62G20 Asymptotic properties of nonparametric inference
62F03 Parametric hypothesis testing
62E20 Asymptotic distribution theory in statistics
62K15 Factorial statistical designs

Citations:

Zbl 0955.01560
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References:

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