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One central goal of design of observational studies is to embed non-experimental data into an approximate randomized controlled trial using statistical matching. Despite empirical researchers' best intention and effort to create…

Methodology · Statistics 2022-06-22 Kan Chen , Siyu Heng , Qi Long , Bo Zhang

A two-sample hypothesis test is a statistical procedure used to determine whether the distributions generating two samples are identical. We consider the two-sample testing problem in a new scenario where the sample measurements (or sample…

Machine Learning · Computer Science 2024-07-01 Weizhi Li , Prad Kadambi , Pouria Saidi , Karthikeyan Natesan Ramamurthy , Gautam Dasarathy , Visar Berisha

The integrated conditional moment (ICM) test is a classical and widely used method for assessing the adequacy of regression models. Although it performs well in fixed-dimension settings, its behavior changes dramatically when the predictor…

Methodology · Statistics 2026-04-17 Yue Hu , Haiqi Li , Xintao Xia

Group sequential designs in clinical trials allow for interim efficacy and futility monitoring. Adjustment for baseline covariates can increase power and precision of estimated effects. However, inconsistently applying covariate adjustment…

Methodology · Statistics 2023-08-11 Marlena S. Bannick , Sonya L. Heltshe , Noah Simon

We develop a monitoring procedure to detect changes in a large approximate factor model. Letting $r$ be the number of common factors, we base our statistics on the fact that the $\left( r+1\right) $-th eigenvalue of the sample covariance…

Methodology · Statistics 2022-02-03 Matteo Barigozzi , Lorenzo Trapani

Over the years, numerous rank estimators for factor models have been proposed in the literature. This article focuses on information criterion-based rank estimators and investigates their consistency in rank selection. The gap conditions…

Statistics Theory · Mathematics 2024-07-30 Toshinari Morimoto , Hung Hung , Su-Yun Huang

This paper analyses the use of bootstrap methods to test for parameter change in linear models estimated via Two Stage Least Squares (2SLS). Two types of test are considered: one where the null hypothesis is of no change and the alternative…

Econometrics · Economics 2020-02-03 Otilia Boldea , Adriana Cornea-Madeira , Alastair R. Hall

To check the accuracy of Bayesian computations, it is common to use rank-based simulation-based calibration (SBC). However, SBC has drawbacks: The test statistic is somewhat ad-hoc, interactions are difficult to examine, multiple testing is…

Machine Learning · Statistics 2023-10-31 Yuling Yao , Justin Domke

Hazard ratios are ubiquitously used in time to event analysis to quantify treatment effects. Although hazard ratios are invaluable for hypothesis testing, other measures of association, both relative and absolute, may be used to fully…

Methodology · Statistics 2020-11-02 Federico Ambrogi , Simona Iacobelli , Per Kragh Andersen

The problem tackled in this paper is the determination of sample size for a given level and power in the context of a simple linear regression model. At a technical level, the simple linear regression model is a five-parameter model. It is…

Methodology · Statistics 2019-07-25 Tianyuan Guan , M. Khorshed Alam , M. Bhaskara Rao

For a high-dimensional linear model with a finite number of covariates measured with error, we study statistical inference on the parameters associated with the error-prone covariates, and propose a new corrected decorrelated score test and…

Methodology · Statistics 2020-01-29 Mengyan Li , Runze Li , Yanyuan Ma

We propose a two-sample testing procedure based on learned deep neural network representations. To this end, we define two test statistics that perform an asymptotic location test on data samples mapped onto a hidden layer. The tests are…

Machine Learning · Statistics 2020-03-11 Matthias Kirchler , Shahryar Khorasani , Marius Kloft , Christoph Lippert

We introduce a new test statistic for testing the null hypothesis that the sampling distribution has an increasing hazard rate on a specified interval [0,a]. It is based on a comparison of the empirical distribution function with an…

Statistics Theory · Mathematics 2015-03-17 Piet Groeneboom , Geurt Jongbloed

Modern high-throughput biomedical devices routinely produce data on a large scale, and the analysis of high-dimensional datasets has become commonplace in biomedical studies. However, given thousands or tens of thousands of measured…

Methodology · Statistics 2022-02-28 Vladimir Vutov , Thorsten Dickhaus

This paper introduces a statistical test inferring whether a variable allows separating two classes by means of a single critical value. Its test statistic is the prediction error of a nonparametric threshold classifier. While this approach…

Methodology · Statistics 2017-07-17 Fabian Schroeder

In the setting of entangled single-sample distributions, the goal is to estimate some common parameter shared by a family of distributions, given one \emph{single} sample from each distribution. We study mean estimation and linear…

Machine Learning · Computer Science 2020-07-08 Hui Yuan , Yingyu Liang

Micro-randomized trials (MRTs) are widely used to assess the marginal and moderated effect of mobile health (mHealth) treatments delivered via mobile devices. In many applications, the mHealth treatments are categorical with multiple levels…

Methodology · Statistics 2025-04-23 Jeremy Lin , Tianchen Qian

The log-rank test is most powerful under proportional hazards (PH). In practice, non-PH patterns are often observed in clinical trials, such as in immuno-oncology; therefore, alternative methods are needed to restore the efficiency of…

Recently, it was shown that most popular IR measures are not interval-scaled, implying that decades of experimental IR research used potentially improper methods, which may have produced questionable results. However, it was unclear if and…

Information Retrieval · Computer Science 2021-01-08 Marco Ferrante , Nicola Ferro , Norbert Fuhr

Leveraging external or historical data to improve the efficiency of randomized clinical trials without introducing bias or inflating the Type I error rate remains challenging. Recent work on externally trained prognostic scores, such as…

Methodology · Statistics 2026-05-28 Junyi Zhou , Qing Liu , May Mo , Amy Xia