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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 …. A similar test can be extended to generalized linear models. The practical usefulness of the test is illustrated via an …
Persistent link: https://www.econbiz.de/10013082410
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The power of experiments : how big is your n?
Asanov, Igor A.; Bühren, Christoph; Zacharodimou, Panagiota - 2020
The replicability and credibility crisis in psychology and economics sparked the debate on underpowered experiments, publication biases, and p-hacking. Analyzing the number of independent observations of experiments published in Experimental Economics, Games and Economic Behavior, and the...
Persistent link: https://www.econbiz.de/10012542673
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A fast algorithm for finding the confidence set of large collections of models
Barde, Sylvain - 2015
The paper proposes a new algorithm for finding the confidence set of a collection of forecasts or prediction models. Existing numerical implementations for finding the confidence set use an elimination approach where one starts with the full collection of models and successively eliminates the...
Persistent link: https://www.econbiz.de/10011342917
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Testing Linearity Using Power Transforms of Regressors
Baek, Yaein - 2013
time trends. The linear model is a simplifying hypothesis that derives from the power transform model in three different … to produce a composite approximation that embodies the linear model hypothesis. The limit theory for the QLR test … statistic depends on a Gaussian stochastic process. In the important special case of a linear time trend regressor and …
Persistent link: https://www.econbiz.de/10013075933
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Is one diagnostic test for COVID-19 enough?
McAleer, Michael - In: Journal of risk and financial management : JRFM 13 (2020) 4/77, pp. 1-3
There is no doubt about the importance of diagnostic testing in an emergency; specifically, which range of tests is available, where and when they are dispensed, and who might be tested using laboratory-developed tests, or other diagnostic tests including experimental tests. This includes...
Persistent link: https://www.econbiz.de/10012302713
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Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Baltagi, Badi H.; Pirotte, Alain; Yang, Zhenlin - 2020
We propose an Adjusted Quasi-Score (AQS) method for constructing tests for homoskedasticity in spatial econometric models. We first obtain an AQS function by adjusting the score-type function from the given model to achieve unbiasedness, and then develop an Outer-Product-of-Martingale-Difference...
Persistent link: https://www.econbiz.de/10012305035
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Generalized information matrix tests for detecting model misspecification
Golden, Richard M.; Henley, Steven S.; White, Halbert; … - In: Econometrics : open access journal 4 (2016) 4, pp. 1-24
Generalized Information Matrix Tests (GIMTs) have recently been used for detecting the presence of misspecification in regression models in both randomized controlled trials and observational studies. In this paper, a unified GIMT framework is developed for the purpose of identifying,...
Persistent link: https://www.econbiz.de/10011650480
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Increasing the power of specification tests
Woutersen, Tiemen; Hausman, Jerry A. - 2018
covariance matrix. If the null hypothesis is true then the proposed test has the same distribution as the existing ones in large … size increases in several important applications, including testing for endogeneity in the linear model. …
Persistent link: https://www.econbiz.de/10011878190
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The role of hypothesis testing in the molding of econometric models
Hoover, Kevin D. - 2012 - Revised, 18 January 2012
The paper is a keynote lecture from the Tilburg-Madrid Conference on Hypothesis Tests: Foundations and Applications at the Universidad Nacional de Educación a Distancia (UNED) Madrid, Spain, 15-16 December 2011. It addresses the role of tests of statistical hypotheses (specification tests) in...
Persistent link: https://www.econbiz.de/10011708192
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How much should we trust staggered difference-in-differences estimates?
Baker, Andrew; Larcker, David F.; Wang, Charles C. Y. - 2021
Difference-in-differences analysis with staggered treatment timing is frequently used to assess the impact of policy changes on corporate outcomes in academic research. However, recent advances in econometric theory show that such designs are likely to be biased in the presence of treatment...
Persistent link: https://www.econbiz.de/10012504212