Related papers: Testing Partial Instrument Monotonicity
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…
The paper introduces robust independence tests with non-asymptotically guaranteed significance levels for stochastic linear time-invariant systems, assuming that the observed outputs are synchronous, which means that the systems are driven…
Instrumental variable (IV) analyses are becoming common in health services research and epidemiology. IV analyses can be used both to analyze randomized trials with noncompliance and as a form of natural experiment. In these analyses,…
Several approaches to testing the hypothesis that two histograms are drawn from the same distribution are investigated. We note that single-sample continuous distribution tests may be adapted to this two-sample grouped data situation. The…
Empirical researchers often use slope-homogeneity tests to assess whether slopes can be treated as common across units. A key difficulty is that heterogeneity may be concentrated in a small number of units, so that a failure to reject…
We consider hypothesis testing of binary causal queries using observational data. Since the mapping of causal models to the observational distribution that they induce is not one-to-one, in general, causal queries are often only partially…
We propose a fractional order model for HIV/AIDS transmission. Local and uniform stability of the fractional order model is studied. The theoretical results are illustrated through numerical simulations.
This paper develops a new specification test for the instrument weakness when the number of instruments $K_n$ is large with a magnitude comparable to the sample size $n$. The test relies on the fact that the difference between the two-stage…
We study what two-stage least squares (2SLS) identifies in models with multiple treatments under treatment effect heterogeneity. Two conditions are shown to be necessary and sufficient for the 2SLS to identify positively weighted sums of…
We consider the problem of hypothesis testing in the situation where the first hypothesis is simple and the second one is local one-sided composite. We describe the choice of the thresholds and the power functions of different tests when…
We investigate the stabilization of unstable multidimensional partially observed single-sensor and multi-sensor linear systems driven by unbounded noise and controlled over discrete noiseless channels under fixed-rate information…
It is common in instrumental variable studies for instrument values to be missing, for example when the instrument is a genetic test in Mendelian randomization studies. In this paper we discuss two apparent paradoxes that arise in so-called…
We consider parameter estimation, hypothesis testing and variable selection for partially time-varying coefficient models. Our asymptotic theory has the useful feature that it can allow dependent, nonstationary error and covariate…
For the over-identified linear instrumental variables model, researchers commonly report the 2SLS estimate along with the robust standard error and seek to conduct inference with these quantities. If errors are homoskedastic, one can…
In observational studies, instrumental variables estimation is greatly utilized to identify causal effects. One of the key conditions for the instrumental variables estimator to be consistent is the exclusion restriction, which indicates…
The t-statistic is a widely-used scale-invariant statistic for testing the null hypothesis that the mean is zero. Martingale methods enable sequential testing with the t-statistic at every sample size, while controlling the probability of…
Suppose that we are interested in the comparison of two independent categorical variables. Suppose also that the population is divided into subpopulations or groups. Notice that the distribution of the target variable may vary across…
In a partially observed quantum or classical system the information that we cannot access results in our description of the system becoming mixed even if we have perfect initial knowledge. That is, if the system is quantum the conditional…
One size fits all approaches to medicine have become a thing of the past as the understanding of individual differences grows. The paper introduces a test for the presence of heterogeneity in treatment effects in a clinical trial.…
In a given randomized experiment, individuals are often volunteers and can differ in important ways from a population of interest. It is thus of interest to focus on the sample at hand. This paper focuses on inference about the sample local…