Related papers: MinP Score Tests with an Inequality Constrained Pa…

Many important problems in psychology and biomedical studies require testing for overdispersion, correlation and heterogeneity in mixed effects and latent variable models, and score tests are particularly useful for this purpose. But the…

This paper proposes a class of origin-smooth approximators of indicators underlying the sum-of-negative-part statistic for testing multiple inequalities. The need for simulation or bootstrap to obtain test critical values is thereby…

In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…

Understanding statistical inference under possibly non-sparse high-dimensional models has gained much interest recently. For a given component of the regression coefficient, we show that the difficulty of the problem depends on the sparsity…

Score-based tests have been used to study parameter heterogeneity across many types of statistical models. This chapter describes a new self-normalization approach for score-based tests of mixed models, which addresses situations where…

We propose a novel method for testing the null hypothesis of no effect of a covariate on the response in the context of functional linear concurrent regression. We establish an equivalent random effects formulation of our functional…

This paper proposes a new class of nonparametric tests for the correct specification of models based on conditional moment restrictions, paying particular attention to generalized propensity score models. The test procedure is based on two…

Many multiple testing procedures make use of the p-values from the individual pairs of hypothesis tests, and are valid if the p-value statistics are independent and uniformly distributed under the null hypotheses. However, it has recently…

Empirical economic studies often involve multiple propositions or hypotheses, with researchers aiming to assess both the collective and individual evidence against these propositions or hypotheses. To rigorously assess this evidence,…

In this paper, we consider testing the homogeneity of risk differences in independent binomial distributions especially when data are sparse. We point out some drawback of existing tests in either controlling a nominal size or obtaining…

This paper proposes a new test for inequalities that are linear in possibly partially identified nuisance parameters. This type of hypothesis arises in a broad set of problems, including subvector inference for linear unconditional moment…

The partial conjunction null hypothesis is tested in order to discover a signal that is present in multiple studies. The standard approach of carrying out a multiple test procedure on the partial conjunction (PC) $p$-values can be extremely…

This paper develops a novel unified framework for testing mutual independence among random objects residing in possibly different metric spaces. The framework generalizes existing methodologies and introduces new measures of mutual…

This paper considers the problem of testing many moment inequalities where the number of moment inequalities, denoted by $p$, is possibly much larger than the sample size $n$. There is a variety of economic applications where solving this…

In applied settings, tests of hypothesis where a nuisance parameter is only identifiable under the alternative often reduces into one of Testing One Hypothesis Multiple times (TOHM). Specifically, a fine discretization of the space of the…

Missing data are frequently encountered in various disciplines and can be divided into three categories: missing completely at random (MCAR), missing at random (MAR) and missing not at random (MNAR). Valid statistical approaches to missing…

This paper studies the problem of testing whether a system of linear equality and inequality constraints admits a solution when the coefficients of that system may have to be estimated. We show that a wide range of inferential questions in…

The randomized $p$-value, (nonrandomized) mid-$p$-value and abstract randomized $p$-value have all been recommended for testing a null hypothesis whenever the test statistic has a discrete distribution. This paper provides a unifying…

The usual step-down and step-up multiple testing procedures most often lack an important intuitive, practical, and theoretical property called the interval property. In short, the interval property is simply that for an individual…

We introduce equivalence testing procedures for linear regression analyses. Such tests can be very useful for confirming the lack of a meaningful association between a continuous outcome and a continuous or binary predictor. Specifically,…