Search Results - subject:"Multiple testing."

Is double trouble? How to combine cointegration tests

Bayer, Christian; Hanck, Christoph - Institut für Wirtschafts- und Sozialstatistik, … - 2008

This paper suggests a combination procedure to exploit the imperfect correlation of cointegration tests to develop a more powerful meta test. To exemplify, we combine Engle and Granger (1987) and Johansen (1988) tests. Either of these underlying tests can be more powerful than the other one...

Persistent link: https://www.econbiz.de/10009216329

An intersection test for panel unit roots

Hanck, Christoph - Institut für Wirtschafts- und Sozialstatistik, … - 2008

This paper proposes a new panel unit root test based on Simes' [Biometrika 1986, An Improved Bonferroni Procedure for Multiple Tests of Significance] classical intersection test. The test is robust to general patterns of cross-sectional dependence and yet straightforward to implement, only...

Persistent link: https://www.econbiz.de/10009216980

Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage

Hassler, Uwe; Werkmann, Verena - In: Jahrbücher für Nationalökonomie und Statistik 234 (2014) 1, pp. 23-43

investigate the approach of multiple testing or multiple comparison that has rarely been employed in econometrics. The advantages … hypothesis of interest may be considered as violated while controlling the overall significance level of the multiple testing …

Persistent link: https://www.econbiz.de/10014609474

Consistency-adjusted alpha allocation methods for a time-to-event analysis of composite endpoints

Rauch, G.; Wirths, M.; Kieser, M. - In: Computational Statistics & Data Analysis 75 (2014) C, pp. 151-161

of correlation-adjusted multiple testing procedures is addressed by applying a bootstrapping algorithm to estimate the …

Persistent link: https://www.econbiz.de/10010871375

Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage

Hassler, Uwe; Werkmann, Verena - In: Journal of Economics and Statistics (Jahrbuecher fuer … 234 (2014) 1, pp. 23-43

Persistent link: https://www.econbiz.de/10010907926

Smoothing of stepwise multiple testing procedures

Gordon, Alexander Y. - In: Statistics & Probability Letters 87 (2014) C, pp. 149-157

Cohen et al. (2007) introduced the concept of a smooth multiple testing procedure and suggested a method for smoothing …

Persistent link: https://www.econbiz.de/10011039850

Adaptive linear step-up multiple testing procedure with the bias-reduced estimator

Kim, Donggyu; Zhang, Chunming - In: Statistics & Probability Letters 87 (2014) C, pp. 31-39

This paper suggests two novel adaptive linear step-up procedures to reduce the bias of the estimator of π0, the proportion of true null hypotheses. Estimators of π0 are based on the number of p-values less than a threshold which converges to one.

Persistent link: https://www.econbiz.de/10011040117

Compound p-value statistics for multiple testing procedures

Habiger, Joshua D.; Peña, Edsel A. - In: Journal of Multivariate Analysis 126 (2014) C, pp. 153-166

Many multiple testing procedures make use of the p-values from the individual pairs of hypothesis tests, and are valid … been shown that these types of multiple testing procedures are inefficient since such p-values do not depend upon all of … demonstrated, both analytically and through simulations, that multiple testing procedures tend to reject more false null hypotheses …

Persistent link: https://www.econbiz.de/10011041965

Approximate tail probabilities of the maximum of a chi-square field on multi-dimensional lattice points and their applications to detection of loci interactions

Kuriki, Satoshi; Harushima, Yoshiaki; Fujisawa, Hironori; … - In: Annals of the Institute of Statistical Mathematics 66 (2014) 4, pp. 725-757

In this study, we define a chi-square random field on a multi-dimensional lattice points index set with a direct product covariance structure and consider the distribution of the maximum of this random field. We provide two approximate formulas for the upper tail probability of the distribution...

Persistent link: https://www.econbiz.de/10011000058

Multiple comparisons and joint significance in panel unit root testing with evidence on international interest rate linkage

Hassler, Uwe; Werkmann, Verena - In: Jahrbücher für Nationalökonomie und Statistik 234 (2014) 1, pp. 23-43

Persistent link: https://www.econbiz.de/10010232366