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Conditional independence testing through marginal permutation

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Abstract

Marginal permutation is exact for testing marginal independence but generally invalid for conditional independence because it breaks the dependence between the exposure (X\bm X) and covariates (Z\bm Z). In this paper, we show that empirical studentization can nevertheless make this deliberately misspecified resampling scheme asymptotically valid for important conditional independence tests based on scores. The resulting procedures are novel in the sense that they are valid in finite samples when the exposure is marginally independent of the outcome (Y\bm Y) and covariates, and asymptotically valid under the broader conditional independence null, \bm X\indep \bm Y\mid \bm Z, subject to method-specific conditions. For generalized linear model scores, separately studentizing the observed and permuted scores yields validity under a correctly specified null mean despite arbitrary conditional variance misspecification. Moreover, the permutation calibration also applies to tests based on generalized and projected covariance measures. Their validity accommodates machine learning nuisance estimates under a condition on the stability of refitting after permutation, for which we provide sufficient conditions for common regression learners. Permutation calibration preserves first-order local power while better capturing the finite-sample discreteness and skewness induced by sparse observations. Simulations and single-cell CRISPR screen analysis show substantial calibration gains with our methods when effective sample size is small.

Introduction

Independence testing under uncertainty about confounding

Many scientific questions reduce to testing whether a variable of interest is associated with an outcome. A recurring complication is uncertainty about confounding: factors that influence the outcome may or may not also be associated with the variable of interest, and their role can differ across comparisons. Single-cell genomics provides a prominent example.

Example 1 (Potential confounding of perturbation effects in CRISPR screens). Perturbation effects are assessed through associations between detected guide indicators

and gene expression. Batch (including biological replicate) and sequencing depth can affect both guide detection and measured expression ([2, 3]). In particular, Barry et al. [3] show that shared variation across replicates can create an apparent association even for a non-targeting guide, although technical factors need not confound every perturbation–gene pair.

Similar uncertainty arises in other large-scale association studies. In pooled microbiome studies, study origin can confound associations between a tested taxon’s abundance and disease to varying degrees across taxa ([15]). In genetic association scans, ancestry can likewise confound genotype–phenotype associations to varying degrees across markers ([29]).

To formalize this problem, let X\mathbf{X} denote the variable of interest, Y\mathbf{Y} the outcome, and Z\mathbf{Z} the adjustment covariates. When X\mathbf{X} is independent of Z\mathbf{Z}, the absence of an association with Y\mathbf{Y} conditional on Z\mathbf{Z} is equivalent to the marginal independence (MI) null H0MI:X⊥ ⁣ ⁣ ⁣⊥(Y,Z)H_0^{\mathrm{MI}}: \mathbf{X} \perp\!\!\!\perp(\mathbf{Y},\mathbf{Z}). More generally, shared dependence on Z\mathbf{Z} can induce marginal associations under the conditional independence (CI) null H0CI:X⊥ ⁣ ⁣ ⁣⊥Y∣ZH_0^{\mathrm{CI}}: \mathbf{X} \perp\!\!\!\perp\mathbf{Y} \mid\mathbf{Z}. Whether the additional independence required for MI holds may be unknown and can vary across tested variables.

Marginal permutation shuffles X\mathbf{X} while holding (Y,Z)(\mathbf{Y},\mathbf{Z}) fixed. Under MI, this transformation preserves the null distribution and can provide finite-sample calibration without accurate estimation of covariate effects or large-sample approximations ([23]). Under CI, however, X\mathbf{X} may depend on Z\mathbf{Z}; shuffling then disrupts this relationship, and ordinary permutation calibration can fail. By contrast with the distribution-free MI guarantee, any test that controls finite-sample level over the entire CI null has power at most its nominal level against any alternative ([31]). This motivates the following question:

Can marginal permutation tests retain finite-sample validity under MI while achieving (asymptotic) validity under a suitably structured CI null?

In this paper, we set out to answer this question in the affirmative by establishing a novel general validity guarantee: for appropriately constructed and empirically studentized generalized scores, marginal permutation is asymptotically valid under CI—despite disrupting the X\mathbf{X}–Z\mathbf{Z} relationship—while retaining finite-sample validity under the stronger MI null.

Contributions of this work

Concretely, we make three main contributions.

  • A validity framework for marginally permuted score statistics. We formulate a framework based on generalized scores in which marginal permutation recomputes the weight for the exposure while holding the residual for the outcome fixed. Under the stronger null H0MIH_0^{\mathrm{MI}}, implementations that are equivariant under permutation are valid in finite samples without accuracy requirements on nuisance estimates. We establish a general theorem giving oracle moment and nuisance approximation conditions under which empirical studentization yields standard normal limits for observed and conditional permutation distributions, even though permutation destroys the association between X\mathbf{X} and Z\mathbf{Z}.

framework accommodates generalized linear model (GLM) scores, generalized covariance measures (GCM, Shah and Peters [31]), and projected covariance measures (PCM, Lundborg et al. [26]).

  • Permuted GLM score tests robust to variance misspecification. By separately studentizing the observed GLM score and each marginal permutation using their respective empirical score variances, we obtain a new score test that is asymptotically valid under a correct null conditional mean model and the stated regularity conditions, without requiring CI null. Moreover, our procedure allows arbitrary misspecification of the working conditional variance. Under marginal independence, our proposed test is valid in finite samples even when the working likelihood is completely misspecified.

  • Doubly robust tests calibrated by permutation. We develop versions of the GCM and PCM calibrated by permutation with nuisance functions estimated from the data. Under conditional independence, our theory establishes asymptotic validity, subject to the double robustness assumptions of the original GCM and PCM procedures and an additional condition on the stability of refitting after permutation. We give sufficient conditions for this stability for ordinary least squares, linear ridge regression, kernel ridge regression, and, separately, the lasso. Under marginal independence, both procedures are valid in finite samples without any accuracy requirements on nuisance estimates.

For the permuted GLM, GCM, and PCM testing procedures, we further show that permutation calibration preserves first-order local power in the local alternative regimes. Simulations, a semisynthetic experiment, and a single-cell CRISPR screen analysis demonstrate substantial calibration gains when the effective sample size is small. Figure 1 previews this behavior in the semisynthetic Cancer Cell Line Encyclopedia (CCLE) analysis and demonstrates the advantage of our proposed test.

Semisynthetic CCLE calibration and power for EIF5A

Figure 1. Semisynthetic CCLE calibration and power for EIF5A, a mutation target with high sparsity, at s=10s = 10. Panel (a) shows null rejection with 95% Monte Carlo intervals; panel (b) shows rejection over the paired signal strength grid. Pearson test appears only as an unconditional null baseline in panel (a), and dashed black lines mark 0.05.

Related work

Our work lies at the intersection of several strands of the literature, yet differs substantially from each in its resampling mechanism and validity guarantees.

Robust permutation with studentization Studentized permutation tests are precedents for our result giving both validity guarantees. This literature uses studentization to combine finite-sample exactness under a strong null invariant under permutation with asymptotic validity for a weaker hypothesis [20, 10, 12, 38]. Toulis [32] provides a recent general treatment of approximate randomization tests, including asymptotic and nonasymptotic guarantees when unobserved invariant variables are replaced by estimated proxies such as regression residuals. Barry et al. [3] empirically investigated this robustness phenomenon in single-cell CRISPR screens. Barry et al. [4] established the corresponding validity theory for a score test with information studentization in a specialized negative binomial model motivated by bulk RNA-seq differential expression analyses. Our contribution is a general theory for establishing the asymptotic validity of marginal permutation tests based on empirically studentized generalized scores under explicit oracle conditions (Theorem 1). We instantiate this theory for GLM, GCM, and PCM statistics, leading to a new class of testing procedures (§ 3 and § 4). § 3.3 compares our approach with the score test using information studentization proposed by Barry et al. [4].

Conditional resampling and permutation methods for CI testing Conditional resampling methods instead seek to preserve the exposure–covariate relationship. The conditional randomization tests (CRTs, [9, 25]) are exact with a known conditional exposure law, but guarantees with an estimated exposure law depend on the model or hold asymptotically [27, 24]. Permutation methods instead change how values are shuffled across observations to account for ZZ. Some methods make certain shuffles more likely using an estimated model of how the shuffled variable depends on the covariates, or shuffle values only among observations with similar ZZ [5, 21]. Other methods use an assumed increasing or decreasing relationship with ZZ to choose which pairs to swap [19]. By contrast, our marginal permutations are unrestricted and deliberately break that relationship: validity under the CI null rests on the structure of the generalized scores rather than on a simulated conditional null, so no fully specified generative model for X∣ZX \mid Z is required, although the GCM and PCM still estimate conditional means or projections. Unlike the standard CRT exactness guarantee, our finite-sample MI guarantee does not require knowledge of the conditional exposure law, X∣ZX \mid Z.

Robust GLM inference Robust GLM inference provides a close point of comparison. Quasi-likelihood and sandwich procedures seek validity under variance or likelihood misspecification [35, 36]. Empirical studentization of the observed score considered in this paper has important precursors in robust score tests based on empirical covariance estimates [8, 7]. earlier tests use regular parametric or quasi-likelihood nuisance estimation and asymptotic calibration. Recent sign-flip procedures provide related robustness results using resampling [17, 11]. Our GLM tests permit general higher-order moment misspecification while preserving the desirable dual validity: asymptotic validity under the specified conditional mean null together with finite-sample validity under the MI null, a novel property not shared by the earlier robust score tests.

Organization and notation

The remainder of the paper is organized as follows. § 2 introduces the generalized score framework, its finite-sample validity under MI, and a theorem based on approximation by oracle scores for asymptotic validity. § 3 and § 4 develop the GLM score test robust to variance misspecification and the GCM and PCM tests with permutation calibration, respectively. § 5 and § 6 evaluate these methods through simulations and genomic applications. The supplementary materials provide implementation details, additional experiments, regularity conditions, proofs, and analyses of local power.

Notation We observe nn independent and identically distributed copies (Xi,Yi,Zi)i=1n(X_i,Y_i,Z_i)_{i=1}^{n} of a generic random triple (X,Y,Z)(\mathbf{X},\mathbf{Y},\mathbf{Z}), where X,Y∈R\mathbf{X},\mathbf{Y}\in\mathbb{R} and Z∈Rp\mathbf{Z}\in\mathbb{R}^{p}. Let PXP_X and PZP_Z denote the marginal laws of X\mathbf{X} and Z\mathbf{Z}, respectively, and PXZP_{XZ} their joint law. Bold type distinguishes generic random variables from unbold indexed sample entries and data objects. The data vectors are X=(X1,…,Xn)T\mathbf{X}=(X_1,\ldots,X_n)^{\mathsf{T}} and Y=(Y1,…,Yn)T\mathbf{Y}=(Y_1,\ldots,Y_n)^{\mathsf{T}}, and the data matrix Z∈Rn×p\mathbf{Z}\in\mathbb{R}^{n\times p} has rows ZiTZ_i^{\mathsf{T}}. We use G\mathcal{G} to denote the symmetric group of {1,…,n}\{1,\ldots,n\} (or of the inference data for the PCM); a generic element is π∈G\pi\in\mathcal{G}, and Π\Pi (resp. Πb\Pi_b) denotes a uniform random draw from G\mathcal{G} (resp. the bb-th Monte Carlo draw), independent of the data. We use →d\xrightarrow{d} to denote convergence in distribution, →p\xrightarrow{p} for convergence in probability, and →a.s.\xrightarrow{\mathrm{a.s.}} for almost sure convergence. Let Fn\mathcal{F}_n be a sigma-field containing the observed sample, TnT_n, and any algorithmic randomness held fixed across permutations. We write EΠ\mathbb{E}_{\Pi} for expectation over Π\Pi alone, holding the observed sample and any algorithmic randomness fixed across permutations. For conditional convergence in distribution given Fn\mathcal{F}_n, we write

Wn∣Fn→d,pW⟺P(Wn≤t∣Fn)→pP(W≤t),W_n\mid\mathcal{F}_n\xrightarrow{d,p}W\quad\Longleftrightarrow\quad\mathbb{P}(W_n\le t\mid\mathcal{F}_n)\xrightarrow{p}\mathbb{P}(W\le t),

where the convergence on the right holds at every continuity point tt of the distribution function of WW. For a level α∈(0,1)\alpha\in(0,1), Q1−α(⋅∣Fn)Q_{1-\alpha}(\cdot\mid\mathcal{F}_n) denotes the conditional (1−α)(1-\alpha)-quantile given the observed sample, and φnα∈{0,1}\varphi_n^\alpha\in\{0,1\} the rejection indicator.

Permutation for generalized score statistics

Our general testing framework is based on generalized score statistics, encompassing a broad class of test statistics for conditional independence. Concretely, given independent observations (Xi,Yi,Zi)(X_i,Y_i,Z_i), i=1,…,ni=1,\ldots,n, each statistic is built from a weight v^i\hat{v}_i (a transformation of XiX_i, possibly using a nuisance estimator learned from the data) and a response residual ϵ^i\hat{\epsilon}_i (an adjusted residual of YiY_i held fixed across permutations). The product R^i≡ν^iϵ^i\hat{R}_i \equiv\hat{\nu}_i\hat{\epsilon}_i measures the signed alignment between the exposure weight and the outcome residual: positive values indicate agreement in sign, while negative values indicate opposite signs. This motivates the test statistic:

Tn≡1n∑i=1nR^iV^n,whereV^n≡1n∑i=1nR^i2−(1n∑i=1nR^i)2.(1)T_n \equiv\frac{\frac{1}{\sqrt{n}}\sum_{i=1}^{n}\hat{R}_i}{\sqrt{\hat{V}_n}}, \qquad\text{where}\quad\hat{V}_n \equiv\frac{1}{n}\sum_{i=1}^{n}\hat{R}_i^2-\left(\frac{1}{n}\sum_{i=1}^{n}\hat{R}_i\right)^2. \tag*{(1)}

We use the empirical variance operator Sn:Rn→RS_n:\mathbb{R}^n\to\mathbb{R}, defined by Sn(a)=n−1∑i=1nai2−(n−1∑i=1nai)2S_n(a)=n^{-1}\sum_{i=1}^{n}a_i^2-(n^{-1}\sum_{i=1}^{n}a_i)^2. Thus Sn(R^)=V^nS_n(\hat{R})=\hat{V}_n, where R^≡(R^1,…,R^n)\hat{R}\equiv(\hat{R}_1,\ldots,\hat{R}_n). The choice of (ν^i,ϵ^i,V^n)(\hat{\nu}_i,\hat{\epsilon}_i,\hat{V}_n) specifies the test.

Permutation calibration for generalized score test statistic

Permutation calibration holds the fitted response residuals ϵ^i\hat{\epsilon}_i fixed and recomputes the weights ν^i\hat{\nu}_i after shuffling XX. In particular, for π∈G\pi\in G, let ν^i(π)\hat{\nu}_i^{(\pi)} denote the weight obtained by replacing XiX_i with Xπ(i)X_{\pi(i)} and recomputing the fit involving XX using the procedure for the given method to obtain

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