Related papers: A Note on Likelihood Ratio Tests for Models with L…
Easy-to-interpret effect estimands are highly desirable in survival analysis. In the competing risks framework, one good candidate is the restricted mean time lost (RMTL). It is defined as the area under the cumulative incidence function up…
Hierarchical statistical models are widely employed in information science and data engineering. The models consist of two types of variables: observable variables that represent the given data and latent variables for the unobservable…
This short note considers the problem of testing the null hypothesis that the mean values of two multivariate normal variables are proportional. We show that the usual likelihood ratio $\chi^2$-test is valid non-asymptotically. Our proof…
In subgroup analysis, testing the existence of a subgroup with a differential treatment effect serves as protection against spurious subgroup discovery. Despite its importance, this hypothesis testing possesses a complicated nature:…
The behavior of maximum likelihood estimates (MLEs) and the likelihood ratio statistic in a family of problems involving pointwise nonparametric estimation of a monotone function is studied. This class of problems differs radically from the…
Relational models generalize log-linear models to arbitrary discrete sample spaces by specifying effects associated with any subsets of their cells. A relational model may include an overall effect, pertaining to every cell after a…
We study random dynamical systems composed of LSV maps with varying parameters, without any mixing assumptions on the base space of random dynamics. We establish a quenched central limit theorem and identify conditions under which the…
We are concerned here with the likelihood ratio statistics in two exponential random graph models -- the $\beta$-model and the Bradley-Terry model, in which the degree sequence on an undirected graph and the out-degree sequence on a…
The object of study is the problem of testing for uniformity of the multinomial distribution. We consider tests based on symmetric statistics, defined as the sum of some function of cell-frequencies. Mainly, attention is focused on the…
Statistical prediction plays an important role in many decision processes such as university budgeting (depending on the number of students who will enroll), capital budgeting (depending on the remaining lifetime of a fleet of systems), the…
The conditional randomization test (CRT) was recently proposed to test whether two random variables X and Y are conditionally independent given random variables Z. The CRT assumes that the conditional distribution of X given Z is known…
The problem of testing two simple hypotheses in a general probability space is considered. For a fixed type-I error probability, the best exponential decay rate of the type-II error probability is investigated. In regular asymptotic cases…
Disruptions in clinical trials may be due to external events like pandemics, warfare, and natural disasters. Resulting complications may lead to unforeseen intercurrent events (events that occur after treatment initiation and affect the…
Invertibility conditions for observation-driven time series models often fail to be guaranteed in empirical applications. As a result, the asymptotic theory of maximum likelihood and quasi-maximum likelihood estimators may be compromised.…
In this paper, we apply Vuong's (1989) general approach of model selection to the comparison of nested and non-nested unidimensional and multidimensional item response theory (IRT) models. Vuong's approach of model selection is useful…
A t-test is considered a standard procedure for inference on population means and is widely used in scientific discovery. However, as a special case of a likelihood-ratio test, t-test often shows drastic performance degradation due to the…
This paper extends validity of the conditional likelihood ratio (CLR) test developed by Moreira (2003) to instrumental variable regression models with unknown error variance and many weak instruments. In this setting, we argue that the…
We study the properties of several likelihood-based statistics commonly used in testing for the presence of a known signal under a mixture model with known background, but unknown signal fraction. Under the null hypothesis of no signal, all…
A general framework of latent trait item response models for continuous responses is given. In contrast to classical test theory models, which traditionally distinguish between true scores and error scores, the responses are clearly linked…
We propose a class of Item Response Theory models for items with ordinal polytomous responses, which extends an existing class of multidimensional models for dichotomously-scored items measuring more than one latent trait. In the proposed…