Showing 1 - 10 of 14
This article reviews important concepts and methods that are useful for hypothesis testing. First, we discuss the Neyman-Pearson framework. Various approaches to optimality are presented, including finite-sample and large-sample optimality. Then, we summarize some of the most important methods,...
Persistent link: https://www.econbiz.de/10013132725
Consider the problem of testing s hypotheses simultaneously. In order to deal with the multiplicity problem, the classical approach is to restrict attention to procedures that control the familywise error rate (FWE). Typically, it is known how to construct tests of the individual hypotheses, and...
Persistent link: https://www.econbiz.de/10013156120
This paper reviews important concepts and methods that are useful for hypothesis testing. First, we discuss the Neyman-Pearson framework. Various approaches to optimality are presented, including finite-sample and large-sample optimality. Then, some of the most important methods are summarized,...
Persistent link: https://www.econbiz.de/10014203753
This paper considers the problem of testing s null hypotheses simultaneously while controlling the false discovery rate (FDR). Benjamini and Hochberg (1995) provide a method for controlling the FDR based on p-values for each of the null hypotheses under the assumption that the p-values are...
Persistent link: https://www.econbiz.de/10014223091
This paper considers the problem of testing a finite number of moment inequalities. We propose a two-step approach. In the first step, a confidence region for the moments is constructed. In the second step, this set is used to provide information about which moments are “negative.” A...
Persistent link: https://www.econbiz.de/10014040209
This paper studies inference for the average treatment effect in randomized controlled trials where treatment status is determined according to a “matched pairs” design. By a “matched pairs” design, we mean that units are sampled i.i.d. from the population of interest, paired according...
Persistent link: https://www.econbiz.de/10012871508
It is common to rank different categories by means of preferences that are revealed through data on choices. A prominent example is the ranking of political candidates or parties using the estimated share of support each one receives in surveys or polls about political attitudes. Since these...
Persistent link: https://www.econbiz.de/10013313592
It is often desired to rank different populations according to the value of some feature of each population. For example, it may be desired to rank neighborhoods according to some measure of intergenerational mobility or countries according to some measure of academic achievement. These rankings...
Persistent link: https://www.econbiz.de/10012482063
It is often desired to rank different populations according to the value of some feature of each population. For example, it may be desired to rank neighborhoods according to some measure of intergenerational mobility or countries according to some measure of academic achievement. These rankings...
Persistent link: https://www.econbiz.de/10014101167
Economists are obsessed with rankings of institutions, journals, or scholars according to the value of some feature of interest. These rankings are invariably computed using estimates rather than the true values of such features. As a result, there may be considerable uncertainty concerning the...
Persistent link: https://www.econbiz.de/10013298081