Search arXiv⌕ Search

arXiv · 2610.25454

Sensitivity Analysis for Trials with Irregular and Informative Assessment Times: Marginal Mean Models and Sensitivity Parameter Selection

Abstract

In randomized trials, outcome assessment times often vary across participants and may depend on the underlying outcome process, so outcomes observed near a target time need not represent the target population. Whether assessment is informative cannot be determined from the observed data alone. We extend the sensitivity analysis framework of Smith et al.\ (2024), which is anchored in an explainable assessment assumption and was restricted to continuous outcomes through an identity-link marginal mean model, to a broader class of link functions that accommodates binary and count outcomes. Within this framework, we develop an influence function-based augmented inverse intensity-weighted estimator that is root-$n$ consistent under standard regularity conditions. We also propose a data-driven procedure for selecting the range of the sensitivity parameter from plausible bounds on the target mean outcome and for constructing a confidence set for this range, which accounts for uncertainty in sensitivity parameter selection. We illustrate the method with data from the ARC study and evaluate its finite-sample performance in simulation studies.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Yujing Gao, Shu Yang, Ravi Varadhan, Andrew Redd, Andrea J. Apter, Daniel O. Scharfstein. 2026-10-18. Sensitivity Analysis for Trials with Irregular and Informative Assessment Times: Marginal Mean Models and Sensitivity Parameter Selection. https://arxiv.org/abs/2610.25454

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Estimation of Treatment Effects Under Nonstationarity via the Truncated Policy Gradient Estimator

Randomized experiments (or A/B tests) are widely used to evaluate interventions in dynamic systems such as recommendation platforms, marketplaces, and digital health. In these settings, interventions affect both current and future system states, so estimating the global average treatment effect (GATE) requires accounting for temporal dynamics, which is especially challenging in the presence of nonstationarity; existing approaches suffer from high bias, high variance, or both. In this paper, we address this challenge via the novel Truncated Policy Gradient (TPG) estimator, which replaces instantaneous outcomes with short-horizon outcome trajectories. The estimator admits a policy gradient interpretation: it is a truncation of the first-order approximation to the GATE, yielding explicit bias and variance bounds in nonstationary Markovian settings. For a fixed truncation size, we establish a central limit theorem and, under an additional mean-stability condition, the consistency of a variance estimator for nonstationary single-trajectory data. We validate our theory with two real-world case studies. The results show that relative to existing approaches, a well-calibrated TPG estimator can achieve a favorable balance between bias and variance in nonstationary settings, highlighting the value of the policy-gradient perspective for designing effective estimators under complex dynamics.

stat.ME↗

Weak Factor Analysis via Temporally Weighted PCA

Principal component analysis (PCA) is arguably the most widely used approach for large-dimensional factor analysis. While it is effective when the factors are sufficiently strong, it can be inconsistent when the factors are weak and/or the noise has complex dependence structure. We argue that the inconsistency often stems from bias and introduce a general approach to restore consistency. Specifically, we propose a general weighting scheme for PCA and show that suitable weights can restore consistency for much weaker factors under the dependent-noise structures allowed by our model. Under the stronger signal-to-noise conditions needed for inference, we also establish asymptotic normality of the loading and factor estimators. While an oracle weighting matrix may require knowledge about the factors and covariance of the idiosyncratic noise that are not known a priori, we develop an agnostic approach to adaptively choose from a large class of weighting matrices that can be viewed as PCA for weighted linear combinations of auto-covariances among the observations. Theoretical and numerical results demonstrate the merits of our methodology over the usual PCA and other recently developed techniques for large-dimensional approximate factor models.

stat.ME↗

Combining e-values using demi-supermartingales

We present a new method for combining e-variables through demi-supermartingales, which settles an old conjecture in the literature on nonparametric mean testing. It also provides an explicit concentration bound for a certain Kullback--Leibler-type statistic arising in the stochastic multi-armed bandit literature. All of these combination results hold for independent e-variables as well as for the class of co-valid e-variables, whose dependence structure lies somewhere between independence and sequential validity. The results are further generalized to compound e-variables. The proofs proceed by analyzing elementary symmetric polynomials and their behavior as nonnegative demi-supermartingales.

stat.ME↗