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Multiple imputation (MI) inference handles missing data by imputing the missing values $m$ times, and then combining the results from the $m$ complete-data analyses. However, the existing method for combining likelihood ratio tests (LRTs)…

Statistics Theory · Mathematics 2022-01-03 Kin Wai Chan , Xiao-Li Meng

A new approach to adaptive design of clinical trials is proposed in a general multiparameter exponential family setting, based on generalized likelihood ratio statistics and optimal sequential testing theory. These designs are easy to…

Statistics Theory · Mathematics 2011-05-25 Jay Bartroff , Tze Leung Lai

The main theme of this paper is a modification of the likelihood ratio test (LRT) for testing high dimensional covariance matrix. Recently, the correct asymptotic distribution of the LRT for a large-dimensional case (the case $p/n$…

Methodology · Statistics 2019-04-16 Young-Geun Choi , Chi Tim Ng , Johan Lim

Heteroscedasticity testing is of importance in regression analysis. Existing local smoothing tests suffer severely from curse of dimensionality even when the number of covariates is moderate because of use of nonparametric estimation. In…

Methodology · Statistics 2015-10-14 Xuehu Zhu , Fei Chen , Xu Guo , Lixing Zhu

Two-sample network hypothesis testing is an important inference task with applications across diverse fields such as medicine, neuroscience, and sociology. Many of these testing methodologies operate under the implicit assumption that the…

Methodology · Statistics 2024-05-28 Ayushi Saxena , Vince Lyzinski

We consider testing equivalence to Hardy-Weinberg Equilibrium in case of multiple alleles. Two different test statistics are proposed for this test problem. The asymptotic distribution of the test statistics is derived. The corresponding…

Methodology · Statistics 2025-07-15 Vladimir Ostrovski

In this paper, we develop modified versions of the likelihood ratio test for multivariate heteroskedastic errors-in-variables regression models. The error terms are allowed to follow a multivariate distribution in the elliptical class of…

Statistics Theory · Mathematics 2013-03-18 Tatiane F. N. Melo , Silvia L. P. Ferrari , Alexandre G. Patriota

Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…

Statistics Theory · Mathematics 2017-07-25 Abhik Ghosh , Ayanendranath Basu

We propose a test-based elastic integrative analysis of the randomized trial and real-world data to estimate treatment effect heterogeneity with a vector of known effect modifiers. When the real-world data are not subject to bias, our…

Methodology · Statistics 2022-11-30 Shu Yang , Chenyin Gao , Donglin Zeng , Xiaofei Wang

Standardization has been a widely adopted practice in multiple testing, for it takes into account the variability in sampling and makes the test statistics comparable across different study units. However, despite conventional wisdom to the…

Methodology · Statistics 2020-03-09 Luella Fu , Bowen Gang , Gareth M. James , Wenguang Sun

The exact maximum likelihood estimate (MLE) provides a test statistic for the unit root test that is more powerful \citep[p. 577]{Fuller96} than the usual least squares approach. In this paper a new derivation is given for the asymptotic…

Statistics Theory · Mathematics 2016-11-04 Ying Zhang , H. Yu , A. I. McLeod

We introduce estimation and test procedures through divergence optimization for discrete or continuous parametric models. This approach is based on a new dual representation for divergences. We treat point estimation and tests for simple…

Statistics Theory · Mathematics 2008-12-02 Michel Broniatowski , Amor Keziou

Heteroscedasticity is common in real world applications and is often handled by incorporating case weights into a modeling procedure. Intuitively, models fitted with different weight schemes would have a different level of complexity…

Statistics Theory · Mathematics 2022-04-15 Bo Luan , Yoonkyung Lee , Yunzhang Zhu

Relative error estimation has been recently used in regression analysis. A crucial issue of the existing relative error estimation procedures is that they are sensitive to outliers. To address this issue, we employ the $\gamma$-likelihood…

Methodology · Statistics 2018-10-17 Kei Hirose , Hiroki Masuda

We consider the hypothesis testing problem of detecting a shift between the means of two multivariate normal distributions in the high-dimensional setting, allowing for the data dimension p to exceed the sample size n. Specifically, we…

Statistics Theory · Mathematics 2015-09-15 Miles E. Lopes , Laurent J. Jacob , Martin J. Wainwright

The likelihood ratio test (LRT) is widely used for comparing the relative fit of nested latent variable models. Following Wilks' theorem, the LRT is conducted by comparing the LRT statistic with its asymptotic distribution under the…

Statistics Theory · Mathematics 2025-01-08 Yunxiao Chen , Irini Moustaki , Haoran Zhang

Analysis of variance (ANOVA) reveals some disadvantages, such as non-robustness against heteroscedastic or non-normal errors and using difference to overall mean as effect sizes only. As an alternative the multiple contrast test comparing…

Methodology · Statistics 2023-03-27 Ludwig A. Hothorn

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

In this paper, we consider the sphericity test for a one-sample problem under high-dimensional two-step monotone incomplete data. Existing asymptotic expansions for the null distributions of the likelihood ratio test (LRT) statistic and…

Statistics Theory · Mathematics 2026-04-01 Tetsuya Sato , Tomoyuki Nakagawa

Learning heterogeneous treatment effects (HTEs) is an important problem across many fields. Most existing methods consider the setting with a single treatment arm and a single outcome metric. However, in many real world domains, experiments…

Machine Learning · Computer Science 2022-06-13 Leon Yao , Caroline Lo , Israel Nir , Sarah Tan , Ariel Evnine , Adam Lerer , Alex Peysakhovich