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Testing Covariates in High Dimensional Regression
Lan, Wei - 2013
In a high dimensional linear regression model, we propose a new procedure for testing statistical significance of a subset of regression coefficients. Specifically, we employ the partial covariances between the response variable and the tested covariates to obtain a test statistic. The resulting...
Persistent link: https://www.econbiz.de/10013082410
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Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of econometrics 106 (2002) 1, pp. 143-170
Persistent link: https://www.econbiz.de/10001633720
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Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie; Khalaf, Lynda - 2000
Persistent link: https://www.econbiz.de/10001504719
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Nonparametric estimation and test for quadrant correlation in multivariate binary response models
Lee, Myoung-jae - In: Econometric reviews 18 (1999) 4, pp. 387-415
Persistent link: https://www.econbiz.de/10001413473
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Testing in high-dimensional spiked models
Johnstone, Iain M.; Onatski, Alexei - 2018
Persistent link: https://www.econbiz.de/10012667588
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Improving the validity of theory testing in logistics research using correlated components regression
Garver, Michael S.; Williams, Zachary - In: International journal of logistics : research and … 21 (2018) 4, pp. 363-377
Persistent link: https://www.econbiz.de/10011881329
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Advancing the Iid Test Based on Integration Across the Correlation Integral : Ranges, Competition, and Power
Kočenda, Evžen; Briatka, Lubos - 2005
(over which the correlation integral is calculated) are specified. For these ε-ranges new critical values for various …
Persistent link: https://www.econbiz.de/10014061479
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The Romano-Wolf multiple hypothesis correction in Stata
Clarke, Damian; Romano, Joseph P.; Wolf, Michael - 2019
When considering multiple hypothesis tests simultaneously, standard statistical techniques will lead to over-rejection of null hypotheses unless the multiplicity of the testing framework is explicitly considered. In this paper we discuss the Romano-Wolf multiple hypothesis correction, and...
Persistent link: https://www.econbiz.de/10012147332
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Manipulation tests in regression discontinuity design : the need for equivalence testing
Fitzgerald, Jack - 2024
Researchers utilizing regression discontinuity design (RDD) commonly test for running variable (RV) manipulation around a cutoff, but incorrectly assert that insignificant manipulation test statistics are evidence of negligible manipulation. I introduce simple frequentist equivalence testing...
Persistent link: https://www.econbiz.de/10014584571
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Violation of Exogeneity : A Joint Test of Structural Parameters and Correlation
Caner, Mehmet; Morrill, Melinda Sandler - 2010
In instrumental variable regression, structural parameter estimation relies on knowledge of the correlation between the … structural error and the instruments. The current practice is to assume that this correlation is zero. However, this assumption … structural parameters we need to take into account their joint behavior with the correlation between the instruments and the …
Persistent link: https://www.econbiz.de/10014205573