Related papers: Permutation-based multiple testing corrections for…
When permutation methods are used in practice, often a limited number of random permutations are used to decrease the computational burden. However, most theoretical literature assumes that the whole permutation group is used, and methods…
Statistical hypothesis testing and effect size measurement are routine parts of quantitative research. Advancements in computer processing power have greatly improved the capability of statistical inference through the availability of…
Software packages usually report the results of statistical tests using p-values. Users often interpret these by comparing them to standard thresholds, e.g. 0.1%, 1% and 5%, which is sometimes reinforced by a star rating (***, **, *). We…
Classical tests for a difference in means control the type I error rate when the groups are defined a priori. However, when the groups are instead defined via clustering, then applying a classical test yields an extremely inflated type I…
We are concerned with a situation in which we would like to test multiple hypotheses with tests whose p-values cannot be computed explicitly but can be approximated using Monte Carlo simulation. This scenario occurs widely in practice. We…
In the big data era, the need to reevaluate traditional statistical methods is paramount due to the challenges posed by vast datasets. While larger samples theoretically enhance accuracy and hypothesis testing power without increasing false…
Adjustment of statistical significance levels for repeated analysis in group sequential trials has been understood for some time. Similarly, methods for adjustment accounting for testing multiple hypotheses are common. There is limited…
Econometric applications with multi-way clustering often feature a small number of effective clusters or heavy-tailed data, making standard cluster-robust and bootstrap inference unreliable in finite samples. In this paper, we develop a…
We are concerned with testing replicability hypotheses for many endpoints simultaneously. This constitutes a multiple test problem with composite null hypotheses. Traditional $p$-values, which are computed under least favourable parameter…
I introduce a simple permutation procedure to test conventional (non-sharp) hypotheses about the effect of a binary treatment in the presence of a finite number of large, heterogeneous clusters when the treatment effect is identified by…
Monte Carlo (MC) permutation test is considered the gold standard for statistical hypothesis testing, especially when standard parametric assumptions are not clear or likely to fail. However, in modern data science settings where a large…
Many testing problems are readily amenable to randomised tests such as those employing data splitting. However despite their usefulness in principle, randomised tests have obvious drawbacks. Firstly, two analyses of the same dataset may…
When conducting large scale inference, such as genome-wide association studies or image analysis, nominal $p$-values are often adjusted to improve control over the family-wise error rate (FWER). When the majority of tests are null,…
Hypothesis tests based on linear models are widely accepted by organizations that regulate clinical trials. These tests are derived using strong assumptions about the data-generating process so that the resulting inference can be based on…
Privacy protection methods, such as differentially private mechanisms, introduce noise into resulting statistics which often produces complex and intractable sampling distributions. In this paper, we propose a simulation-based "repro…
Permutation tests date back nearly a century to Fisher's randomized experiments, and remain an immensely popular statistical tool, used for testing hypotheses of independence between variables and other common inferential questions. Much of…
In genome-wide association (GWA) studies the goal is to detect associations between genetic markers and a given phenotype. The number of genetic markers can be large and effective methods for control of the overall error rate is a central…
This article presents an algorithm that generates a conservative confidence interval of a specified length and coverage probability for the power of a Monte Carlo test (such as a bootstrap or permutation test). It is the first method that…
Stepped-wedge cluster randomised trials (SW-CRTs) increasingly evaluate complex interventions, yet methodological guidance for analysing composite endpoints using generalized pairwise comparisons (GPC)remains limited. This work investigates…
To date, testing interactions in high dimensions has been a challenging task. Existing methods often have issues with sensitivity to modeling assumptions and heavily asymptotic nominal p-values. To help alleviate these issues, we propose a…