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Testing the equality of the covariance matrices of two high-dimensional samples is a fundamental inference problem in statistics. Several tests have been proposed but they are either too liberal or too conservative when the required…

Statistics Theory · Mathematics 2023-01-04 Jin-Ting Zhang , Jingyi Wang , Tianming Zhu

Statistical modeling plays a fundamental role in understanding the underlying mechanism of massive data (statistical inference) and predicting the future (statistical prediction). Although all models are wrong, researchers try their best to…

Methodology · Statistics 2020-06-17 Hangjin Jiang

Empirical research in many social disciplines involves constructs that are not directly observable, such as behaviors. To model them, constructs must be operationalized using their relations with indicators. Structural equation modeling…

Methodology · Statistics 2025-07-30 Jonas Bauer , Axel Mayer , Christiane Fuchs , Tamara Schamberger

Goodness-of-fit tests based on the Euclidean distance often outperform chi-square and other classical tests (including the standard exact tests) by at least an order of magnitude when the model being tested for goodness-of-fit is a discrete…

Methodology · Statistics 2024-04-09 William Perkins , Mark Tygert , Rachel Ward

Specification tests, such as Integrated Conditional Moment (ICM) and Kernel Conditional Moment (KCM) tests, are crucial for model validation but often lack power in finite samples. This paper proposes a novel framework to enhance…

Econometrics · Economics 2025-05-08 Yuhao Li , Xiaojun Song

This paper provides a tutorial discussion on analyzing structural equation modelling (SEM). SEM can be regarded as regression models with observed and unobserved indicators, have been extensively applied to practical and fundamental…

Methodology · Statistics 2015-04-15 Hashem Salarzadeh Jenatabadi

The best empirical research in political science clearly defines substantive parameters of interest, presents a set of assumptions that guarantee its identification, and uses an appropriate estimator. We argue for the importance of…

Methodology · Statistics 2023-02-06 Nathan Canen , Kristopher Ramsay

It is well known that the approximate distribution of the usual test statistic of a goodness-of-fit test is chi-square, with degrees of freedom equal to the number of categories minus 1 (assuming that no parameters are to be estimated --…

Statistics Theory · Mathematics 2014-10-28 Kris Duszak , Jan Vrbik

Large-scale simultaneous hypothesis testing appears in many areas such as microarray studies, genome-wide association studies, brain imaging, disease mapping and astronomical surveys. A well-known inference method is to control the false…

Methodology · Statistics 2025-07-22 Xiaoqing Niu , Pengfei Li , Yuejiao Fu

We propose a goodness-of-fit test for degree-corrected stochastic block models (DCSBM). The test is based on an adjusted chi-square statistic for measuring equality of means among groups of $n$ multinomial distributions with $d_1,\dots,d_n$…

Statistics Theory · Mathematics 2022-09-23 Linfan Zhang , Arash A. Amini

We consider two recent suggestions for how to perform an empirically motivated Monte Carlo study to help select a treatment effect estimator under unconfoundedness. We show theoretically that neither is likely to be informative except under…

Econometrics · Economics 2019-04-18 Arun Advani , Toru Kitagawa , Tymon Słoczyński

We introduce a simple diagnostic test for assessing the overall or partial goodness of fit of a linear causal model with errors being independent of the covariates. In particular, we consider situations where hidden confounding is…

Methodology · Statistics 2023-03-06 Christoph Schultheiss , Peter Bühlmann , Ming Yuan

Rapport plays an important role during communication because it can help people understand each other's feelings or ideas and leads to a smooth communication. Computational rapport model has been proposed based on theory in previous work.…

Human-Computer Interaction · Computer Science 2018-06-20 Xuhai Xu , Justine Cassell

Spectral fitting of X-ray data usually involves minimizing statistics like the chi-square and the Cash statistic. Here we discuss their limitations and introduce two measures based on the cumulative sum (CuSum) of model residuals to…

Instrumentation and Methods for Astrophysics · Physics 2024-01-15 Anshuman Acharya , Vinay L. Kashyap

This paper raises concerns about the advantages of using statistical significance tests in research assessments as has recently been suggested in the debate about proper normalization procedures for citation indicators. Statistical…

Digital Libraries · Computer Science 2012-09-26 Jesper W. Schneider

When using the Focused Information Criterion (FIC) for assessing and ranking candidate models with respect to how well they do for a given estimation task, it is customary to produce a so-called FIC plot. This plot has the different point…

Methodology · Statistics 2026-02-18 Céline Cunen , Nils Lid Hjort

This paper discusses estimation and limited information goodness-of-fit test statistics in factor models for binary data using pairwise likelihood estimation and sampling weights. The paper extends the applicability of pairwise likelihood…

Methodology · Statistics 2026-03-30 Haziq Jamil , Irini Moustaki , Chris Skinner

Theories can be represented as statistical models for empirical testing. There is a vast literature on model selection and multimodel inference that focuses on how to assess which statistical model, and therefore which theory, best fits the…

Applications · Statistics 2021-10-06 Carl Falk , Michael Muthukrishna

The reduced chi-squared statistic is a commonly used goodness-of-fit measure, but it cannot easily detect features near the noise level, even when a large amount of data is available. In this paper, we introduce a new goodness-of-fit…

Cosmology and Nongalactic Astrophysics · Physics 2018-12-19 Keith Tauscher , David Rapetti , Jack O. Burns

The problem of fitting an event distribution when the total expected number of events is not fixed, keeps appearing in experimental studies. In a chi-square fit, if overall normalization is one of the parameters parameters to be fit, the…

Data Analysis, Statistics and Probability · Physics 2015-07-01 Byron Roe