Significance test for semiparametric conditional average treatment effects and other structural functions

Niwen Zhou, Xu Guo, Lixing Zhu*

*Corresponding author for this work

Research output: Contribution to journalJournal articlepeer-review


The paper investigates a hypothesis testing problem concerning the potential additional contributions of other covariates to the structural function, given the known covariates. The structural function is the conditional expectation given covariates in which the response may depend on unknown nuisance functions. It includes classic regression functions and the conditional average treatment effects as illustrative instances. Based on Neyman's orthogonality condition, the proposed distance-based test exhibits the quasi-oracle property in the sense that the nuisance function asymptotically does not influence on the limiting distributions of the test statistic under both the null and alternatives. This novel test can effectively detect the local alternatives distinct from the null at the fastest possible rate in hypothesis testing. This is particularly noteworthy given the involvement of nonparametric estimation of the conditional expectation. Numerical studies are conducted to examine the performance of the test. In the real data analysis section, the proposed tests are applied to identify significantly explanatory covariates that are associated with AIDS treatment effects, yielding noteworthy insights.

Original languageEnglish
Article number107839
Number of pages14
JournalComputational Statistics and Data Analysis
Early online date30 Aug 2023
Publication statusPublished - Jan 2024

Scopus Subject Areas

  • Statistics and Probability
  • Computational Mathematics
  • Computational Theory and Mathematics
  • Applied Mathematics

User-Defined Keywords

  • Neyman orthogonality
  • Precision medicine
  • Treatment effect heterogeneity


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