Simultaneous Test for Presence of Conditional Average Treatment Effect
Simultaneous test of no conditional average treatment effect across twenty outcomes using the omnibus test presented in Luedtke et al. (2015). The test does not rely on any form of multiple testing correction. Facets indicate number of these twenty outcomes for which a treatment effect is present. Run on data from Simulation 3 of Luedtke et al. (2015).
More details can be found in
A. R. Luedtke, M. Carone, and M. J. van der Laan, "An omnibus test of equality in distribution for unknown functions,” under review at Annals of Statistics, Tech. Rep. arXiv preprint arXiv:1510.04195, 2015. [tech rep].