Related papers: Exogeneity tests, incomplete models, weak identifi…

Modern, high dimensional data has renewed investigation on instrumental variables (IV) analysis, primarily focusing on estimation of effects of endogenous variables and putting little attention towards specification tests. This paper…

Consider the setting in which a researcher is interested in the causal effect of a treatment $Z$ on a duration time $T$, which is subject to right censoring. We assume that $T=\varphi(X,Z,U)$, where $X$ is a vector of baseline covariates,…

We propose a novel test statistic for testing exogeneity in the functional linear regression model. In contrast to Hausman-type tests in finite dimensional linear regression setups, a direct extension to the functional linear regression…

Structure discovery in graphical models is the determination of the topology of a graph that encodes conditional independence properties of the joint distribution of all variables in the model. For some class of probability distributions,…

This paper investigates the problem of testing independence of two random vectors of general dimensions. For this, we give for the first time a distribution-free consistent test. Our approach combines distance covariance with the…

This paper considers the problem of robust hypothesis testing under non-identically distributed data. We propose Wald-type tests for both simple and composite hypothesis for independent but non-homogeneous observations based on the robust…

Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…

We propose a new model specification test for multiple-equation systems with cross-equation error and dynamic regressor--error dependences. Conventional tests often rely on exogeneity conditions strong enough to ensure consistency of the…

We study the problem of testing, using only a single sample, between mean field distributions (like Curie-Weiss, Erd\H{o}s-R\'enyi) and structured Gibbs distributions (like Ising model on sparse graphs and Exponential Random Graphs). Our…

This paper shows that the endogeneity test using the control function approach in linear instrumental variable models is a variant of the Hausman test. Moreover, we find that the test statistics used in these tests can be numerically…

We propose a Hausman test for the correct specification of unobserved heterogeneity in both linear and nonlinear fixed-effects panel data models. The null hypothesis is that heterogeneity is either time-invariant or, symmetrically,…

We consider tests of hypotheses when the parameters are not identifiable under the null in semiparametric models, where regularity conditions for profile likelihood theory fail. Exponential average tests based on integrated profile…

This paper explores hypothesis testing for the parametric forms of the mean and variance functions in regression models under diverging-dimension settings. To mitigate the curse of dimensionality, we introduce weighted residual empirical…

The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…

In this paper, we develop invariance-based procedures for testing and inference in high-dimensional regression models. These procedures, also known as randomization tests, provide several important advantages. First, for the global null…

After variable selection, standard inferential procedures for regression parameters may not be uniformly valid; there is no finite-sample size at which a standard test is guaranteed to approximately attain its nominal size. This problem is…

Hypothesis tests are a crucial statistical tool for data mining and are the workhorse of scientific research in many fields. Here we study differentially private tests of independence between a categorical and a continuous variable. We take…

Despite the remarkable empirical success of score-based diffusion models, their statistical guarantees remain underdeveloped. Existing analyses often provide pessimistic convergence rates that do not reflect the intrinsic low-dimensional…

This article proposes different tests for treatment effect heterogeneity when the outcome of interest, typically a duration variable, may be right-censored. The proposed tests study whether a policy 1) has zero distributional (average)…

This paper introduces the generalized Hausman test as a novel method for detecting non-normality of the latent variable distribution of unidimensional Item Response Theory (IRT) models for binary data. The test utilizes the pairwise maximum…