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Random effects are the gold standard for capturing structural heterogeneity in data, such as spatial dependencies, individual differences, or temporal dependencies. However, testing for their presence is challenging, as it involves a…

统计方法学 · 统计学 2025-08-05 Fabio Vieira , Hongwei Zhao , Joris Mulder

Random geometric graphs are widely used in modeling geometry and dependence structure in networks. In a random geometric graph, nodes are independently generated from some probability distribution $F$ over a metric space, and edges link…

统计方法学 · 统计学 2025-10-17 Mingao Yuan

Random effects are a flexible addition to statistical models to capture structural heterogeneity in the data, such as spatial dependencies, individual differences, temporal dependencies, or non-linear effects. Testing for the presence (or…

统计方法学 · 统计学 2024-10-21 Fabio Vieira , Hongwei Zhao , Joris Mulder

Linear mixed-effects models are widely used in analyzing repeated measures data, including clustered and longitudinal data, where inferences of both fixed effects and variance components are of importance. Unlike the fixed effect inference…

统计方法学 · 统计学 2022-08-31 J. Zhang , W. Guo , J. S. Carpenter , Andrew Leroux , K. R. Merikangas , N. G. Martin , I. B. Hickie , H. Shou , H. Li

We review approaches to statistical inference based on randomization. Permutation tests are treated as an important special case. Under a certain group invariance property, referred to as the ``randomization hypothesis,'' randomization…

计量经济学 · 经济学 2025-02-05 David M. Ritzwoller , Joseph P. Romano , Azeem M. Shaikh

A goodness-of-fit test for one-parameter count distributions with finite second moment is proposed. The test statistic is derived from the $L^1$ distance of a function of the probability generating function of the model under the null…

Standard tests of the "no-treatment-effect" hypothesis for a comparative experiment include permutation tests, the Wilcoxon rank sum test, two-sample $t$ tests, and Fisher-type randomization tests. Practitioners are aware that these…

统计方法学 · 统计学 2015-09-11 Joseph B. Lang

This article proposes different tests for treatment effect heterogeneity when the outcome of interest, typically a duration variable, may be right-censored. The proposed tests study whether a policy 1) has zero distributional (average)…

统计方法学 · 统计学 2020-02-19 Pedro H. C. Sant'Anna

The plausibility of the ``parallel trends assumption'' in Difference-in-Differences estimation is usually assessed by a test of the null hypothesis that the difference between the average outcomes of both groups is constant over time before…

计量经济学 · 经济学 2025-12-18 Holger Dette , Martin Schumann

In this paper, we present a general framework for testing relevant hypotheses in functional time series. Our unified approach covers one-sample, two-sample, and change point problems under contaminated observations with arbitrary sampling…

统计方法学 · 统计学 2025-08-27 Leheng Cai , Qirui Hu

We propose a novel method for testing the null hypothesis of no effect of a covariate on the response in the context of functional linear concurrent regression. We establish an equivalent random effects formulation of our functional…

统计方法学 · 统计学 2019-12-16 Rahul Ghosal , Arnab Maity

Recently Hui et al. (2018) use F tests for testing a subset of random effect, demonstrating its computational simplicity and exactness when the first two moment of the random effects are specified. We extended the investigation of the F…

统计方法学 · 统计学 2018-12-11 P. Y. O'Shaughnessy , Francis Hui , Samuel Muller , A. H. Welsh

In some high-dimensional and semiparametric inference problems involving two populations, the parameter of interest can be characterized by two-sample U-statistics involving some nuisance parameters. In this work we first extend the…

统计方法学 · 统计学 2024-02-02 Yuchen Chen , Jing Lei

This paper proposes a simple unified inference approach on moment restrictions in the presence of nuisance parameters. The proposed test is constructed based on a new characterization that avoids the estimation of nuisance parameters and…

统计方法学 · 统计学 2025-12-19 Xingyu Li , Xiaojun Song , Zhenting Sun

Unobserved heterogeneous treatment effects have been emphasized in the recent policy evaluation literature (see e.g., Heckman and Vytlacil, 2005). This paper proposes a nonparametric test for unobserved heterogeneous treatment effects in a…

计量经济学 · 经济学 2021-08-17 Yu-Chin Hsu , Ta-Cheng Huang , Haiqing Xu

We revisit resampling procedures for error estimation in binary classification in terms of U-statistics. In particular, we exploit the fact that the error rate estimator involving all learning-testing splits is a U-statistic. Thus, it has…

统计理论 · 数学 2013-12-19 Mathias Fuchs , Roman Hornung , Riccardo De Bin , Anne-Laure Boulesteix

Recent work has focused on nonparametric estimation of conditional treatment effects, but inference has remained relatively unexplored. We propose a class of nonparametric tests for both quantitative and qualitative treatment effect…

统计方法学 · 统计学 2026-04-07 Oliver Dukes , Mats J. Stensrud , Riccardo Brioschi , Aaron Hudson

Testing to see whether a given data set comes from some specified distribution is among the oldest types of problems in Statistics. Many such tests have been developed and their performance studied. The general result has been that while a…

应用统计 · 统计学 2020-12-07 Wolfgang Rolke

We consider the problem of testing whether pairs of univariate random variables are associated. Few tests of independence exist that are consistent against all dependent alternatives and are distribution free. We propose novel tests that…

统计方法学 · 统计学 2014-12-09 Ruth Heller , Yair Heller , Shachar Kaufman , Malka Gorfine

The causal dose response curve is commonly selected as the statistical parameter of interest in studies where the goal is to understand the effect of a continuous exposure on an outcome.Most of the available methodology for statistical…