Related papers: Improved Tests for Mediation
This paper deals with the issue of testing hypothesis in symmetric and log-symmetric linear regression models in small and moderate-sized samples. We focus on four tests, namely the Wald, likelihood ratio, score, and gradient tests. These…
Recent advances in Post-Selection Inference have shown that conditional testing is relevant and tractable in high-dimensions. In the Gaussian linear model, further works have derived unconditional test statistics such as the Kac-Rice Pivot…
We study the signal detection problem in high dimensional noise data (possibly) containing rare and weak signals. Log-likelihood ratio (LLR) tests depend on unknown parameters, but they are needed to judge the quality of detection tests…
Mixed linear models are commonly used in repeated measures studies. They account for the dependence amongst observations obtained from the same experimental unit. Oftentimes, the number of observations is small, and it is thus important to…
Under a multinormal distribution with an arbitrary unknown covariance matrix, the main purpose of this paper is to propose a framework to achieve the goal of reconciliation of Bayesian, frequentist, and Fisher's reporting $p$-values,…
The Complete Mediation Test (CMT) serves as a specialized approach of mediation analysis to assess whether an independent variable A, influences an outcome variable Y exclusively through a mediator M, without any direct effect. An…
We propose a method for comparing survival data based on the higher criticism of p-values obtained from multiple exact hypergeometric tests. The method accommodates non-informative right-censorship and is sensitive to hazard differences in…
Empirical likelihood is a popular nonparametric or semi-parametric statistical method with many nice statistical properties. Yet when the sample size is small, or the dimension of the accompanying estimating function is high, the…
Multivariate linear regressions are widely used statistical tools in many applications to model the associations between multiple related responses and a set of predictors. To infer such associations, it is often of interest to test the…
Economists are often interested in the mechanisms by which a treatment affects an outcome. We develop tests for the "sharp null of full mediation" that a treatment $D$ affects an outcome $Y$ only through a particular mechanism (or set of…
We present a new way of testing ordered hypotheses against all alternatives which overpowers the classical approach both in simplicity and statistical power. Our new method tests the constrained likelihood ratio statistic against the…
Particle physics experiments rely on the (generalised) likelihood ratio test (LRT) for searches and measurements, which consist of composite hypothesis tests. However, this test is not guaranteed to be optimal, as the Neyman-Pearson lemma…
We study the properties of several likelihood-based statistics commonly used in testing for the presence of a known signal under a mixture model with known background, but unknown signal fraction. Under the null hypothesis of no signal, all…
Wald's sequential probability ratio test (SPRT) is a cornerstone of sequential analysis. Based on desired type-I, II error levels $\alpha, \beta$, it stops when the likelihood ratio crosses certain thresholds, guaranteeing optimality of the…
Accurate confidence calibration in Large Language Models (LLMs) is critical for safe use in high-stakes domains, where clear verbalized confidence enhances user trust. Traditional methods that mimic reference confidence expressions often…
Testing for mediation effect poses a challenge since the null hypothesis (i.e., the absence of mediation effects) is composite, making most existing mediation tests quite conservative and often underpowered. In this work, we propose a…
Lack of reliability is a well-known issue for reinforcement learning (RL) algorithms. This problem has gained increasing attention in recent years, and efforts to improve it have grown substantially. To aid RL researchers and production…
We investigate the calibration of large language models' (LLMs') confidence across diverse tasks. The results of our preregistered study show that the current crop of LLMs are, like people, too sure they are right: confidence exceeds…
Complex phenomena in engineering and the sciences are often modeled with computationally intensive feed-forward simulations for which a tractable analytic likelihood does not exist. In these cases, it is sometimes necessary to estimate an…
Contemporary testing problems in statistics are increasingly complex, i.e., high-dimensional. Tests based on the $2$- and $\infty$-norm have received considerable attention in such settings, as they are powerful against dense and sparse…