Debiased and Simultaneous Inference for Heterogeneous Factorial Effect Modifiers via Residualized Walsh-Hadamard Scores
In factorial randomized experiments with $K$ binary treatment components, we study which baseline covariates modify component main effects and interactions. We define effect-modifier cells $(j,S)$, $j\in[p]$ and $\emptyset\neq S\subseteq[K]$, through the coefficients $\theta^\ast_{jS}$ of population linear projections...