Related papers: Detection Boundaries for Panel Slope Homogeneity T…
Statistical inference for large data panels is omnipresent in modern economic applications. An important benefit of panel analysis is the possibility to reduce noise and thus to guarantee stable inference by intersectional pooling. However,…
This paper proposes a novel framework to test for slope heterogeneity between time-varying coefficients in panel data models. Our test not only allows us to detect whether the coefficient functions are the same across all units or not, but…
In this paper we examine the existence of heterogeneity within a group, in panels with latent grouping structure. The assumption of within group homogeneity is prevalent in this literature, implying that the formation of groups alleviates…
Clustering methods such as k-means have found widespread use in a variety of applications. This paper proposes a formal testing procedure to determine whether a null hypothesis of a single cluster, indicating homogeneity of the data, can be…
With the violation of the assumption of homoskedasticity, least squares estimators of the variance become inefficient and statistical inference conducted with invalid standard errors leads to misleading rejection rates. Despite a vast…
Standard high-dimensional factor models assume that the comovements in a large set of variables could be modeled using a small number of latent factors that affect all variables. In many relevant applications in economics and finance,…
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…
Many data sets contain an inherent multilevel structure, for example, because of repeated measurements of the same observational units. Taking this structure into account is critical for the accuracy and calibration of any statistical…
Cross-level interactions among fixed effects in linear mixed models (also known as multilevel models) are often complicated by the variances stemming from random effects and residuals. When these variances change across clusters, tests of…
Economic choices are often stochastic: the same person may make a different choice when facing the same alternatives repeatedly. Standard models assume that the degree of randomness reflects the size of utility differences, but choice…
In this paper, we consider testing the homogeneity of risk differences in independent binomial distributions especially when data are sparse. We point out some drawback of existing tests in either controlling a nominal size or obtaining…
In this paper we consider the uniformity testing problem for high-dimensional discrete distributions (multinomials) under sparse alternatives. More precisely, we derive sharp detection thresholds for testing, based on $n$ samples, whether a…
A panel dataset satisfies marginal homogeneity if the time-specific marginal distributions are homogeneous or time-invariant. Marginal homogeneity is relevant in many economic settings, including dynamic discrete games,…
The observation that violating Bell inequalities with high probability is possible even when the local measurements are randomly chosen, as occurs when local measurements cannot be suitably calibrated or the parties do not share a common…
We extend the work of Robinson and Turner to use hypothesis testing with persistence homology to test for measurable differences in shape between point clouds from three or more groups. Using samples of point clouds from three distinct…
Hypothesis test plays a key role in uncertain statistics based on uncertain measure. This paper extends the parametric hypothesis of a single uncertain population to multiple cases, thereby addressing a broader range of scenarios. First, an…
In this paper, we consider testing the homogeneity for proportions in independent binomial distributions especially when data are sparse for large number of groups. We provide broad aspects of our proposed tests such as theoretical studies,…
We propose a framework for testing the homogeneity of conditional average treatment effects (CATEs) across multiple experimental and observational studies. Our approach leverages multiple randomized trials to assess whether treatment…
This article presents a homogeneity test for testing the equality of several high-dimensional covariance matrices for stationary processes with ignoring the assumption of normality. We give the asymptotic distribution of the proposed test.…
We propose to test the homogeneity of a Poisson process observed on a finite interval. In this framework, we first provide lower bounds for the uniform separation rates in $\mathbb{L}^2$ norm over classical Besov bodies and weak Besov…