intersection testing

A general approach to construct powerful tests for intersections of one-sided null-hypotheses based on influence functions

Testing intersections of null-hypotheses is an integral part of closed testing procedures for assessing multiple null-hypotheses under family-wise type 1 error control. Popular intersection tests such as the minimum p-value test are based on marginal p-values and are typically evaluated conservatively by disregarding simultaneous behavior of the marginal p-values. We consider a general purpose Wald type test for testing intersections of one-sided null-hypotheses. The test is constructed on the basis of the simultaneous asymptotic behavior of the p values. The simultaneous asymptotic behavior is derived via influence functions of estimators using the so-called stacking approach. In particular, this approach does not require added assumptions on simultaneous behavior to be valid. The resulting test is shown to have attractive power properties and thus forms the basis of a powerful closed testing procedure for testing multiple one-sided hypotheses under family-wise type 1 error control.

November 2025 · Christian Bressen Pipper, Andreas Nordland, Klaus Kähler Holst
Truncation by death

A framework for joint assessment of a terminal event and a score existing only in the absence of the terminal event

Analysis of data from randomized controlled trials in vulnerable populations requires special attention when assessing treatment effect by a score measuring, e.g., disease stage or activity together with onset of prevalent terminal events. In reality, it is impossible to disentangle a disease score from the terminal event, since the score is not clinically meaningful after this event. In this work, we propose to assess treatment interventions simultaneously on the terminal event and the disease score in the absence of a terminal event. Our proposal is based on a natural data-generating mechanism respecting that a disease score does not exist beyond the terminal event. We use modern semi-parametric statistical methods to provide robust and efficient estimation of the risk of terminal event and expected disease score conditional on no terminal event at a pre-specified landmark time. We also use the simultaneous asymptotic behavior of our estimators to develop a powerful closed testing procedure for confirmatory assessment of treatment effect on both onset of terminal event and level of disease score in the absence of a terminal event. A simulation study mimicking a large-scale outcome trial in chronic kidney patients as well as an analysis of that trial is provided to assess performance.

June 2025 · Klaus Kähler Holst, Andreas Nordland, Julie Funch Furberg, Lars Holm Damgaard, Christian Bressen Pipper
Policy Learning

Policy Learning with the polle package

The R package polle is a unifying framework for learning and evaluating finite stage policies based on observational data. The package implements a collection of existing and novel methods for causal policy learning including doubly robust restricted Q-learning, policy tree learning, and outcome weighted learning. The package deals with (near) positivity violations by only considering realistic policies. Highly flexible machine learning methods can be used to estimate the nuisance components and valid inference for the policy value is ensured via cross-fitting. The library is built up around a simple syntax with four main functions policy_data(), policy_def(), policy_learn(), and policy_eval() used to specify the data structure, define user-specified policies, specify policy learning methods and evaluate (learned) policies. The functionality of the package is illustrated via extensive reproducible examples.

January 2025 · Andreas Nordland, Klaus Kähler Holst