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Suppose a researcher observes individuals within a county within a state. Given concerns about correlation across individuals, it is common to group observations into clusters and conduct inference treating observations across clusters as…

Econometrics · Economics 2022-01-24 Yong Cai

We incorporate a version of a spike and slab prior, comprising a pointmass at zero ("spike") and a Normal distribution around zero ("slab") into a dynamic panel data framework to model coefficient heterogeneity. In addition to homogeneity…

Econometrics · Economics 2024-02-07 Hyungsik Roger Moon , Frank Schorfheide , Boyuan Zhang

Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus general mixture alternatives. Many tests of this type can be…

Methodology · Statistics 2016-03-22 Jiaying Gu , Roger Koenker , Stanislav Volgushev

We study the problem of detecting whether an inhomogeneous random graph contains a planted community. Specifically, we observe a single realization of a graph. Under the null hypothesis, this graph is a sample from an inhomogeneous random…

Statistics Theory · Mathematics 2021-04-16 Kay Bogerd , Rui M. Castro , Remco van der Hofstad , Nicolas Verzelen

How to estimate heterogeneity, e.g. the effect of some variable differing across observations, is a key question in political science. Methods for doing so make simplifying assumptions about the underlying nature of the heterogeneity to…

Methodology · Statistics 2021-03-31 Max Goplerud

Panel data of our interest consist of a moderate or relatively large number of panels, while the panels contain a small number of observations. This paper establishes testing procedures to detect a possible common change in means of the…

Statistics Theory · Mathematics 2016-08-07 Barbora Peštová , Michal Pešta

We propose a hypothesis test that allows for many tested restrictions in a heteroskedastic linear regression model. The test compares the conventional F statistic to a critical value that corrects for many restrictions and conditional…

Econometrics · Economics 2023-01-24 Stanislav Anatolyev , Mikkel Sølvsten

A method is given for finding small inhomogeneities from surface scattering data. The method consists in localization of the positions and finding the intensities of these small inhomogeneities. The case of acoustic wave scattering is…

Mathematical Physics · Physics 2007-05-23 A. G. Ramm

We propose a homogeneity test closely related to the concept of linear separability between two samples. Using the test one can answer the question whether a linear classifier is merely ``random'' or effectively captures differences between…

We study a panel data model with general heterogeneous effects where slopes are allowed to vary across both individuals and over time. The key dimension reduction assumption we employ is that the heterogeneous slopes can be expressed as…

Statistics Theory · Mathematics 2019-09-05 Victor Chernozhukov , Christian Hansen , Yuan Liao , Yinchu Zhu

The presence of outlying observations may adversely affect statistical testing procedures that result in unstable test statistics and unreliable inferences depending on the distortion in parameter estimates. In spite of the fact that the…

Methodology · Statistics 2021-04-19 Beste Hamiye Beyaztas , Soutir Bandyopadhyay , Abhijit Mandal

Genetic data are frequently categorical and have complex dependence structures that are not always well understood. For this reason, clustering and classification based on genetic data, while highly relevant, are challenging statistical…

Methodology · Statistics 2016-06-13 Gabriela Bettella Cybis , Marcio Valk , Silvia Regina Costa Lopes

How can researchers test for heterogeneity in the local structure of a network? In this paper, we present a framework that utilizes random sampling to give subgraphs which are then used in a goodness of fit test to test for heterogeneity.…

Methodology · Statistics 2015-12-04 Jonathan Tuke , Matthew Roughan

Many scientific and engineering challenges -- ranging from pharmacokinetic drug dosage allocation and personalized medicine to marketing mix (4Ps) recommendations -- require an understanding of the unobserved heterogeneity in order to…

Methodology · Statistics 2017-08-17 Jelena Bradic , Gerda Claeskens , Thomas Gueuning

The current cosmological dark sector (dark matter plus dark energy) is challenging our comprehension about the physical processes taking place in the Universe. Recently, some authors tried to falsify the basic underlying assumptions of such…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-04 V. C. Busti , J. A. S. Lima

Establishing the convergence of splines can be cast as a variational problem which is amenable to a $\Gamma$-convergence approach. We consider the case in which the regularization coefficient scales with the number of observations, $n$, as…

Statistics Theory · Mathematics 2017-03-14 Matthew Thorpe , Adam M. Johansen

In fluid-fluid phase transitions problems featuring small scale heterogeneity, we see that when the scale heterogeneity is sufficiently small, the periodic potential function $W(x,p)$ can be replaced with a homogenized potential function…

Analysis of PDEs · Mathematics 2018-11-20 Adrian Hagerty

One of the fundamental task in graph data mining is to find a planted community(dense subgraph), which has wide application in biology, finance, spam detection and so on. For a real network data, the existence of a dense subgraph is…

Methodology · Statistics 2021-01-18 Mingao Yuan , Qian Wen

In this paper a new method of detection of homogeneous zones and singularity parts of a 1D signal is proposed. The entropy function is used to transform signal in piecewise linear one. The multiple regression permits to detect lines and…

Numerical Analysis · Mathematics 2025-10-20 Joseph Morlier

In their recent comment, published in Nature, Jeffrey T.Leek and Roger D.Peng discuss how P-values are widely abused in null hypothesis significance testing . We agree completely with them and in this short comment we discuss the importance…

Quantum Physics · Physics 2015-05-26 Marian Kupczynski