Related papers: Valid t-ratio Inference for IV
Multiple hypothesis testing is a fundamental problem in high dimensional inference, with wide applications in many scientific fields. In genome-wide association studies, tens of thousands of tests are performed simultaneously to find if any…
The CFR framework has been a powerful tool for solving large-scale extensive-form games in practice. However, the theoretical rate at which past CFR-based algorithms converge to the Nash equilibrium is on the order of $O(T^{-1/2})$, where…
When testing multiple hypothesis in a survey --e.g. many different source locations, template waveforms, and so on-- the final result consists in a set of confidence intervals, each one at a desired confidence level. But the probability…
The inflated beta regression model aims to enable the modeling of responses in the intervals $(0,1]$, $[0,1)$ or $[0,1]$. In this model, hypothesis testing is often performed based on the likelihood ratio statistic. The critical values are…
The higher criticism of a family of tests starts with the individual uncorrected p-values of each test. It then requires a procedure for deciding whether the collection of p-values indicates the presence of a real effect and if possible…
It is quite common in modern research, for a researcher to test many hypotheses. The statistical (frequentist) hypothesis testing framework, does not scale with the number of hypotheses in the sense that naively performing many hypothesis…
The influential claim that most published results are false raised concerns about the trustworthiness and integrity of science. Since then, there have been numerous attempts to examine the rate of false-positive results that have failed to…
The concept of intrinsic credibility has been recently introduced to check the credibility of "out of the blue" findings without any prior support. A significant result is deemed intrinsically credible if it is in conflict with a sceptical…
This paper considers inference when there is a single treated cluster and a fixed number of control clusters, a setting that is common in empirical work, especially in difference-in-differences designs. We use the t-statistic and develop…
A cornerstone of machine learning evaluation is the (often hidden) assumption that model and human responses are reliable enough to evaluate models against unitary, authoritative, ``gold standard'' data, via simple metrics such as accuracy,…
In the context of multiple hypotheses testing, the proportion $\pi_0$ of true null hypotheses in the pool of hypotheses to test often plays a crucial role, although it is generally unknown a priori. A testing procedure using an implicit or…
The false discovery rate (FDR) measures the share of false positives in a set of statistical tests. I develop simple and intuitive bounds on the FDR in cross-sectional predictability publications. The simplest bound requires just a few…
Diagnostic tests are almost never perfect. Studies quantifying their performance use knowledge of the true health status, measured with a reference diagnostic test. Researchers commonly assume that the reference test is perfect, which is…
We revisit the finite-sample behavior of single-variable just-identified instrumental variables (just-ID IV) estimators, arguing that in most microeconometric applications, the usual inference strategies are likely reliable. Three…
Instrumental variable (IV) strategies are widely used in political science to establish causal relationships. However, the identifying assumptions required by an IV design are demanding, and it remains challenging for researchers to assess…
The progression-free survival ratio (PFSr) is a widely used measure in personalized oncology trials. It evaluates the effectiveness of treatment by comparing two consecutive event times - one under standard therapy and one under an…
Fast Fourier Transform (FFT) relies on the HRV frequency-domain analysis techniques. It requires re-sampling of the inherently unevenly sampled heartbeat time-series (RR tachogram) to produce an evenly sampled time series of the heartbeat.…
Inequalities are key tools to prove FDR control of a multiple test. The present paper studies upper and lower bounds for the FDR under various dependence structures of p-values, namely independence, reverse martingale dependence and…
The quantum Fourier transform (QFT) is a key primitive for quantum computing that is typically used as a subroutine within a larger computation, for instance for phase estimation. As such, we may have little control over the state that is…
Multiple hypothesis testing is a significant problem in nearly all neuroimaging studies. In order to correct for this phenomena, we require a reliable estimate of the Family-Wise Error Rate (FWER). The well known Bonferroni correction…