Related papers: Testing non-nested structural equation models
We describe two families of statistical tests to detect partial correlation in vectorial timeseries. The tests measure whether an observed timeseries Y can be predicted from a second series X, even after accounting for a third series Z…
Semivariance is a measure of the dispersion of all observations that fall above the mean or target value of a random variable and it plays an important role in life-length, actuarial and income studies. In this paper, we develop a new…
Statistical methods are based on model assumptions, and it is statistical folklore that a method's model assumptions should be checked before applying it. This can be formally done by running one or more misspecification tests of model…
Testing for regime switching when the regime switching probabilities are specified either as constants (`mixture models') or are governed by a finite-state Markov chain (`Markov switching models') are long-standing problems that have also…
We investigate the structure of non-equilibrium steady states (NESS) for a class of exactly solvable models in the setting of a chain with left and right reservoirs. Inspired by recent results on the harmonic model, we focus on models in…
This article discusses Shin (1994, Econometric Theory)-type tests for nonlinear cointegration in the presence of variance breaks. We build on cointegration test approaches under heteroskedasticity (Cavaliere and Taylor, 2006, Journal of…
This paper considers testing linear hypotheses of a set of mean vectors with unequal covariance matrices in large dimensional setting. The problem of testing the hypothesis $H_0 : \sum_{i=1}^q \beta_i \bmu_i =\bmu_0 $ for a given vector…
The simple and partial Mantel tests are routinely used in many areas of evolutionary biology to assess the significance of the association between two or more matrices of distances relative to the same pairs of individuals or demes. Partial…
Empirical modelling often aims for the simplest model consistent with the data. A new technique is presented which quantifies the consistency of the model dynamics as a function of location in state space. As is well-known, traditional…
We developed a novel approach to identification and model testing in linear structural equation models (SEMs) based on auxiliary variables (AVs), which generalizes a widely-used family of methods known as instrumental variables. The…
Discovery of causal relationships from observational data is an important problem in many areas. Several recent results have established the identifiability of causal DAGs with non-Gaussian and/or nonlinear structural equation models…
In this paper, we construct a consistent non-parametric test for testing the equality of population medians for different samples when the observations in each sample are independent and identically distributed. This test can be further…
In fitting a mixture of linear regression models, normal assumption is traditionally used to model the error and then regression parameters are estimated by the maximum likelihood estimators (MLE). This procedure is not valid if the normal…
Given $n$ observations from two balanced classes, consider the task of labeling an additional $m$ inputs that are known to all belong to \emph{one} of the two classes. Special cases of this problem are well-known: with complete knowledge of…
In this paper, we provide non-parametric statistical tools to test stationarity of microstructure noise in general hidden Ito semimartingales, and discuss how to measure liquidity risk using high frequency financial data. In particular, we…
A general structural equation model is fitted on a panel data set that consists of $I$ correlated samples. The correlated samples could be data from correlated populations or correlated observations from occasions of panel data. We consider…
Predictive recursion is an accurate and computationally efficient algorithm for nonparametric estimation of mixing densities in mixture models. In semiparametric mixture models, however, the algorithm fails to account for any uncertainty in…
This paper develops a test for homogeneity in finite mixture models where the mixing proportions are known a priori (taken to be 0.5) and a common nuisance parameter is present. Statistical tests based on the notion of Projected Likelihood…
This note revisits Steel's multiple comparison test which uses Wilcoxon statistics in pairwise comparisons of several treatment samples with a common control sample. It derives means, variances and covariances of the Wilcoxon statistics…
Structural equation modeling (SEM) is a statistical method widely used in educational research to investigate relationships between variables. SEM models are typically constructed based on theoretical foundations and assessed through fit…