A New Non-parametric Test for Multivariate Paired Data and Pair Matching

TL;DR

This paper introduces a new non-parametric test for multivariate paired data that outperforms existing methods in power, especially in high-dimensional settings, and is practical for real-world applications like Alzheimer's research.

Contribution

A novel non-parametric test for multivariate paired data with improved power and accurate p-value approximation, suitable for high-dimensional and finite sample scenarios.

Findings

The new test shows substantial power improvement over existing methods.

The asymptotic distribution and p-value approximation are effective in finite samples.

Application to Alzheimer's data demonstrates practical utility.

Abstract

In paired design studies, it is common to have multiple measurements taken for the same set of subjects under different conditions. In observational studies, it is many times of interest to conduct pair matching on multiple covariates between a treatment group and a control group, and to test the treatment effect represented by multiple response variables on well pair-matched data. However, there is a lack of an effective test on multivariate paired data. The multivariate paired Hotelling's $T^2$ test can sometimes be used, but its power decreases fast as the dimension increases. Existing methods for assessing the balance of multiple covariates in matched observational studies usually ignore the paired structure and thus they do not perform well under some settings. In this work, we propose a new non-parametric test for paired data, which exhibits a substantial power improvement over existing methods under a wide range of situations. We also derive the asymptotic distribution of the new test and the approximate $p$-value is reasonably accurate under finite samples through simulation studies even when the dimension is larger than the sample size, making the new test an easy-off-the-shelf tool for real applications. The proposed test is illustrated through an analysis of a real data set on the Alzheimer's disease research.