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We introduce a method for calculating \(p\)-values to test causal hypotheses in qualitative research \emph{a la} process tracing. As in an experiment, our \(p\)-value tells us how often one would make the same or more compelling…

Methodology · Statistics 2025-08-04 Matias Lopez , Jake Bowers

In order to estimate model parameters and circumvent possible difficulties encountered with the likelihood function, we propose to replace the likelihood in the formula of the posterior distribution by a function depending on a contrast.…

Statistics Theory · Mathematics 2008-12-18 S. Soubeyrand , F. Carpentier , N. Desassis , J. Chadœuf

The issue of combining individual $p$-values to aggregate multiple small effects is prevalent in many scientific investigations and is a long-standing statistical topic. Many classical methods are designed for combining independent and…

Methodology · Statistics 2021-09-08 Yusi Fang , George C. Tseng , Chung Chang

Many statistical problems can be addressed by applying a multiple testing procedure (MTP) that controls either the Family-wise Error Rate (FWER) or False Discovery Rate (FDR) under unknown arbitrarily-interdependent $p$-values, without…

Methodology · Statistics 2026-05-21 George Karabatsos

Borrowing external data can improve estimation efficiency but may introduce bias when populations differ in covariate distributions or outcome variability. A proper balance needs to be maintained between the two datasets to justify the…

The notion of p-value is a fundamental concept in statistical inference and has been widely used for reporting outcomes of hypothesis tests. However, p-value is often misinterpreted, misused or miscommunicated in practice. Part of the issue…

Methodology · Statistics 2020-02-03 Sifan Liu , Regina Liu , Min-ge Xie

The random coefficients model is an extension of the linear regression model that allows for unobserved heterogeneity in the population by modeling the regression coefficients as random variables. Given data from this model, the statistical…

Methodology · Statistics 2018-03-15 Fabian Dunker , Konstantin Eckle , Katharina Proksch , Johannes Schmidt-Hieber

We consider joint inversion for two or more unknown parameters from observational data in the Bayesian framework. Standard approaches often either treat the parameters as independent or impose structural similarity through regularisation…

Methodology · Statistics 2026-05-04 Ruanui Nicholson , Matti Niskanen , Oliver J. Maclaren , Jari P. Kaipio

Combining dependent p-values poses a long-standing challenge in statistical inference, particularly when aggregating findings from multiple methods to enhance signal detection. Recently, p-value combination tests based on regularly…

Methodology · Statistics 2025-04-22 Lin Gui , Yuchao Jiang , Jingshu Wang

We propose a unified, yet simple to code, non-conjugate variational Bayes algorithm for posterior approximation of generic Bayesian generalized mixed effect models. Specifically, we consider regression models identified by a linear…

Methodology · Statistics 2025-10-14 Cristian Castiglione , Mauro Bernardi

Good's formula and Fisher's method are frequently used for combining independent P-values. Interestingly, the equivalent of Good's formula already emerged in 1910 and mathematical expressions relevant to even more general situations have…

Statistics Theory · Mathematics 2010-12-01 Gelio Alves , Yi-Kuo Yu

In the hypothesis testing framework, p-value is often computed to determine rejection of the null hypothesis or not. On the other hand, Bayesian approaches typically compute the posterior probability of the null hypothesis to evaluate its…

Methodology · Statistics 2020-02-26 Guosheng Yin , Haolun Shi

The Shapley value is one of the most widely used measures of feature importance partly as it measures a feature's average effect on a model's prediction. We introduce joint Shapley values, which directly extend Shapley's axioms and…

Machine Learning · Statistics 2022-02-11 Chris Harris , Richard Pymar , Colin Rowat

The joint modeling of longitudinal and time-to-event data is an active area of statistics research that has received a lot of attention in the recent years. More recently, a new and attractive application of this type of models has been to…

We consider Bayesian sample size determination using a criterion that utilizes the first two moments of the expected posterior variance. We study the resulting sample size in dependence on the chosen prior and explore the success rate for…

Statistics Theory · Mathematics 2020-02-28 Jörg Martin , Clemens Elster

The dual problem of testing the predictive significance of a particular covariate, and identification of the set of relevant covariates is common in applied research and methodological investigations. To study this problem in the context of…

Statistics Theory · Mathematics 2015-06-11 Julian A. A. Collazos , Adriano Z. Zambom

We introduce a simple tool to control for false discoveries and identify individual signals in scenarios involving many tests, dependent test statistics, and potentially sparse signals. The tool applies the Cauchy combination test…

Econometrics · Economics 2023-06-02 Nabil Bouamara , Sébastien Laurent , Shuping Shi

We consider a well defined joint detection and parameter estimation problem. By combining the Baysian formulation of the estimation subproblem with suitable constraints on the detection subproblem we develop optimum one- and two-step test…

Applications · Statistics 2011-01-27 George V. Moustakides , Guido H. Jajamovich , Ali Tajer , Xiaodong Wang

This paper studies the construction of p-values for nonparametric outlier detection, taking a multiple-testing perspective. The goal is to test whether new independent samples belong to the same distribution as a reference data set or are…

Methodology · Statistics 2024-03-12 Stephen Bates , Emmanuel Candès , Lihua Lei , Yaniv Romano , Matteo Sesia

Researchers in data-rich disciplines---think of computational genomics and observational cosmology---often wish to mine large bodies of $p$-values looking for significant effects, while controlling the false discovery rate or family-wise…

Methodology · Statistics 2017-06-20 Edgar Dobriban
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