English
Related papers

Related papers: Hypothesis Testing of Blip Effects in Sequential C…

200 papers

In this paper, we investigate the hypothesis testing problem that checks whether part of covariates / confounders significantly affect the heterogeneous treatment effect given all covariates. This model checking is particularly useful in…

Statistics Theory · Mathematics 2020-09-24 Niwen Zhou , Xu Guo , Lixing Zhu

So-called linear rank statistics provide a means for distribution-free (even in finite samples), yet highly flexible, two-sample testing in the setting of univariate random variables. Their flexibility derives from a choice of weights that…

Methodology · Statistics 2023-10-03 Dan D. Erdmann-Pham

This paper proposes a decorrelation-based approach to test hypotheses and construct confidence intervals for the low dimensional component of high dimensional proportional hazards models. Motivated by the geometric projection principle, we…

Machine Learning · Statistics 2014-12-17 Ethan X. Fang , Yang Ning , Han Liu

Two-sample network hypothesis testing is an important inference task with applications across diverse fields such as medicine, neuroscience, and sociology. Many of these testing methodologies operate under the implicit assumption that the…

Methodology · Statistics 2024-05-28 Ayushi Saxena , Vince Lyzinski

Inference based on the penalized density ratio model is proposed and studied. The model under consideration is specified by assuming that the log--likelihood function of two unknown densities is of some parametric form. The model has been…

Statistics Theory · Mathematics 2008-07-17 Konstantinos Fokianos

Score tests have the advantage of requiring estimation alone of the model restricted by the null hypothesis, which often is much simpler than models defined under the alternative hypothesis. This is typically so when the alternative…

Econometrics · Economics 2021-07-14 Giuseppe Cavaliere , Zeng-Hua Lu , Anders Rahbek , Yuhong Yang

An important feature of linear mixed models and generalized linear mixed models is that the conditional mean of the response given the random effects, after transformed by a link function, is linearly related to the fixed covariate effects…

Applications · Statistics 2008-12-29 Mingyan Huang , Daowen Zhang

Under the potential outcomes framework, causal effects are defined as comparisons between potential outcomes under treatment and control. To infer causal effects from randomized experiments, Neyman proposed to test the null hypothesis of…

Statistics Theory · Mathematics 2016-06-24 Peng Ding

Thanks to its favorable properties, the multivariate normal distribution is still largely employed for modeling phenomena in various scientific fields. However, when the number of components $p$ is of the same asymptotic order as the sample…

Statistics Theory · Mathematics 2022-11-17 Caizhu Huang , Claudia Di Caterina , Nicola Sartori

There is a well-known problem in Null Hypothesis Significance Testing: many statistically significant results fail to replicate in subsequent experiments. We show that this problem arises because standard `point-form null' significance…

Methodology · Statistics 2025-02-06 Fintan Costello , Paul Watts

Statistical hypothesis tests typically use prespecified sample sizes, yet data often arrive sequentially. Interim analyses invalidate classical error guarantees, while existing sequential methods require rigid testing preschedules or incur…

Methodology · Statistics 2026-02-17 Chris Holmes , Stephen Walker

This paper provides a general framework for testing instrument validity in heterogeneous causal effect models. The generalization includes the cases where the treatment can be multivalued ordered or unordered. Based on a series of testable…

Econometrics · Economics 2023-10-11 Zhenting Sun

An important aspect of multiple hypothesis testing is controlling the significance level, or the level of Type I error. When the test statistics are not independent it can be particularly challenging to deal with this problem, without…

Statistics Theory · Mathematics 2009-03-04 Sandy Clarke , Peter Hall

Common reporting styles for statistical results in scientific articles, such as p-values and confidence intervals (CI), have been reported to be prone to dichotomous interpretations, especially with respect to the null hypothesis…

Other Statistics · Statistics 2021-05-31 Jouni Helske , Satu Helske , Matthew Cooper , Anders Ynnerman , Lonni Besançon

In this paper we explore partial coherence as a tool for evaluating causal influence of one signal sequence on another. In some cases the signal sequence is sampled from a time- or space-series. The key idea is to establish a connection…

Signal Processing · Electrical Eng. & Systems 2021-12-09 Louis L. Scharf , Yuan Wang

We derive asymptotic expansions up to order $n^{-1/2}$ for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives. The…

Statistics Theory · Mathematics 2011-02-23 Artur J. Lemonte , Silvia L. P. Ferrari

Score-based statistical models play an important role in modern machine learning, statistics, and signal processing. For hypothesis testing, a score-based hypothesis test is proposed in \cite{wu2022score}. We analyze the performance of this…

Signal Processing · Electrical Eng. & Systems 2024-02-06 Enmao Diao , Taposh Banerjee , Vahid Tarokh

Ratios of universal enumerable semimeasures corresponding to hypotheses are investigated as a solution for statistical composite hypotheses testing if an unbounded amount of computation time can be assumed. Influence testing for discrete…

Statistics Theory · Mathematics 2009-12-15 Bruno Bauwens

We address the issue of performing testing inference in generalized linear models when the sample size is small. This class of models provides a straightforward way of modeling normal and non-normal data and has been widely used in several…

Methodology · Statistics 2013-08-16 Tiago M. Vargas , Silvia L. P. Ferrari , Artur J. Lemonte

In the quest to make defensible causal claims from observational data, it is sometimes possible to leverage information from "placebo treatments" and "placebo outcomes". Existing approaches employing such information focus largely on point…

Methodology · Statistics 2024-11-26 Adam Rohde , Chad Hazlett