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In this paper, we propose a new test for checking the parametric form of the conditional variance based on distance covariance in nonlinear and nonparametric regression models. Inherit from the nice properties of distance covariance, our…

Methodology · Statistics 2022-05-19 Yue Hu , Haiqi Li , Falong Tan

Forward marginal effects have recently been introduced as a versatile and effective model-agnostic interpretation method particularly suited for non-linear and non-parametric prediction models. They provide comprehensible model explanations…

Machine Learning · Computer Science 2024-09-13 Holger Löwe , Christian A. Scholbeck , Christian Heumann , Bernd Bischl , Giuseppe Casalicchio

Statistical significance testing is used in natural language processing (NLP) to determine whether the results of a study or experiment are likely to be due to chance or if they reflect a genuine relationship. A key step in significance…

Computation and Language · Computer Science 2024-01-01 Palash Goyal , Qian Hu , Rahul Gupta

This paper considers the problem of testing whether there exists a non-negative solution to a possibly under-determined system of linear equations with known coefficients. This hypothesis testing problem arises naturally in a number of…

Econometrics · Economics 2021-09-16 Zheng Fang , Andres Santos , Azeem M. Shaikh , Alexander Torgovitsky

Given a random sample of observations, mixtures of normal densities are often used to estimate the unknown continuous distribution from which the data come. Here we propose the use of this semiparametric framework for testing symmetry about…

Methodology · Statistics 2012-04-23 Silvia Bacci , Francesco Bartolucci

A multivariate mixed-effects model seems to be the most appropriate for gene expression data collected in a crossover trial. It is, however, difficult to obtain reliable results using standard statistical inference when some responses are…

Methodology · Statistics 2023-09-12 Savita Pareek , Kalyan Das , Siuli Mukhopadhyay

In \textit{computer-based testing} it has become standard to collect response accuracy (RA) and response times (RTs) for each test item. IRT models are used to measure a latent variable (e.g., ability, intelligence) using the RA…

Methodology · Statistics 2021-06-21 Jean-Paul Fox , Konrad Klotzke , Ahmet Salih Simsek

Testing covariance structure is of importance in many areas of statistical analysis, such as microarray analysis and signal processing. Conventional tests for finite-dimensional covariance cannot be applied to high-dimensional data in…

Statistics Theory · Mathematics 2013-10-31 Rongmao Zhang , Liang Peng , Ruodu Wang

Traditionally, spline or kernel approaches in combination with parametric estimation are used to infer the linear coefficient (fixed effects) in a partially linear mixed-effects model for repeated measurements. Using machine learning…

Methodology · Statistics 2023-04-03 Corinne Emmenegger , Peter Bühlmann

Repeated-measure designs allow comparisons within a group as well as between groups, and are commonly referred to as split-plot designs. While originating in agricultural experiments, they are now widely used in medical research,…

Computation · Statistics 2025-12-22 Paavo Sattler , Nils Hichert

Symmetry plays a central role in the sciences, machine learning, and statistics. While statistical tests for the presence of distributional invariance with respect to groups have a long history, tests for conditional symmetry in the form of…

Methodology · Statistics 2025-12-12 Kenny Chiu , Alex Sharp , Benjamin Bloem-Reddy

In general, randomness tests included in a test suite are not independent of each other. This renders it difficult to fix a rational criterion through the whole test suite with an explicit significance level. In this paper, we focus on the…

Statistics Theory · Mathematics 2019-08-21 Atsushi Iwasaki

We generalize Levene's test for variance (scale) heterogeneity between $k$ groups for more complex data, which includes sample correlation and group membership uncertainty. Following a two-stage regression framework, we show that least…

Methodology · Statistics 2016-05-19 David Soave , Lei Sun

Selective inference aims at providing valid inference after a data-driven selection of models or hypotheses. It is essential to avoid overconfident results and replicability issues. While significant advances have been made in this area for…

Methodology · Statistics 2025-03-14 Matteo D'Alessandro , Magne Thoresen

The R package micompr implements a procedure for assessing if two or more multivariate samples are drawn from the same distribution. The procedure uses principal component analysis to convert multivariate observations into a set of linearly…

Mathematical Software · Computer Science 2021-05-11 Nuno Fachada , João Rodrigues , Vitor V. Lopes , Rui C. Martins , Agostinho C. Rosa

Assume that we have a random sample from an absolutely continuous distribution (univariate, or multivariate) with a known functional form and some unknown parameters. In this paper, we have studied several parametric tests based on…

Statistics Theory · Mathematics 2024-05-14 Rahul Singh , Neeraj Misra

Sensitivity analysis plays an important role in the development of computer models/simulators through identifying the contribution of each (uncertain) input factor to the model output variability. This report investigates different aspects…

Computation · Statistics 2022-06-24 Hossein Mohammadi , Peter Challenor , Clémentine Prieur

This paper develops a consistent series-based specification test for semiparametric panel data models with fixed effects. The test statistic resembles the Lagrange Multiplier (LM) test statistic in parametric models and is based on a…

Econometrics · Economics 2019-09-13 Ivan Korolev

We consider the conditional randomization test as a way to account for covariate imbalance in randomized experiments. The test accounts for covariate imbalance by comparing the observed test statistic to the null distribution of the test…

With the arrival of the R packages nlme and lme4, linear mixed models (LMMs) have come to be widely used in experimentally-driven areas like psychology, linguistics, and cognitive science. This tutorial provides a practical introduction to…

Methodology · Statistics 2020-01-17 Tanner Sorensen , Shravan Vasishth