Topic
Statistical hypothesis testing
About: Statistical hypothesis testing is a research topic. Over the lifetime, 19580 publications have been published within this topic receiving 1037815 citations. The topic is also known as: statistical hypothesis testing & confirmatory data analysis.
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TL;DR: A technique is developed, termed geographically weighted regression, which attempts to capture variation by calibrating a multiple regression model which allows different relationships to exist at different points in space by using Monte Carlo methods.
Abstract: Spatial nonstationarity is a condition in which a simple “global” model cannot explain the relationships between some sets of variables. The nature of the model must alter over space to reflect the structure within the data. In this paper, a technique is developed, termed geographically weighted regression, which attempts to capture this variation by calibrating a multiple regression model which allows different relationships to exist at different points in space. This technique is loosely based on kernel regression. The method itself is introduced and related issues such as the choice of a spatial weighting function are discussed. Following this, a series of related statistical tests are considered which can be described generally as tests for spatial nonstationarity. Using Monte Carlo methods, techniques are proposed for investigating the null hypothesis that the data may be described by a global model rather than a non-stationary one and also for testing whether individual regression coefficients are stable over geographic space. These techniques are demonstrated on a data set from the 1991 U.K. census relating car ownership rates to social class and male unemployment. The paper concludes by discussing ways in which the technique can be extended.
2,330 citations
TL;DR: In this paper, the asymptotic distribution of standard test statistics is described as functionals of chi-square processes, and a transformation based upon a conditional probability measure yields an asymptic distribution free of nuisance parameters, which can be easily approximated via simulation.
Abstract: Many econometric testing problems involve nuisance parameters which are not identified under the null hypotheses. This paper studies the asymptotic distribution theory for such tests. The asymptotic distributions of standard test statistics are described as functionals of chi-square processes. In general, the distributions depend upon a large number of unknown parameters. We show that a transformation based upon a conditional probability measure yields an asymptotic distribution free of nuisance parameters, and we show that this transformation can be easily approximated via simulation. The theory is applied to threshold models, with special attention given to the so-called self-exciting threshold autoregressive model. Monte Carlo methods are used to assess the finite sample distributions. The tests are applied to U.S. GNP growth rates, and we find that Potter's (1995) threshold effect in this series can be possibly explained by sampling variation.
2,327 citations
Book•
29 Oct 1993TL;DR: This book presents a meta-modelling framework for analysing two or more samples of unimodal data from von Mises distributions, and some modern Statistical Techniques for Testing and Estimation used in this study.
Abstract: Preface 1. The purpose of the book 2. Survey of contents 3. How to use the book 4. Notation, terminology and conventions 5. Acknowledgements Part I. Introduction: Part II. Descriptive Methods: 2.1. Introduction 2.2. Data display 2.3. Simple summary quantities 2.4. Modifications for axial data Part III. Models: 3.1. Introduction 3.2. Notation trigonometric moments 3.3. Probability distributions on the circle Part IV. Analysis of a Single Sample of Data: 4.1. Introduction 4.2. Exploratory analysis 4.3. Testing a sample of unit vectors for uniformity 4.4. Nonparametric methods for unimodal data 4.5. Statistical analysis of a random sample of unit vectors from a von Mises distribution 4.6. Statistical analysis of a random sample of unit vectors from a multimodal distribution 4.7. Other topics Part V. Analysis of Two or More Samples, and of Other Experimental Layouts: 5.1. Introduction 5.2. Exploratory analysis 5.3. Nonparametric methods for analysing two or more samples of unimodal data 5.4. Analysis of two or more samples from von Mises distributions 5.5. Analysis of data from more complicated experimental designs Part VI. Correlation and Regression: 6.1. Introduction 6.2. Linear-circular association and circular-linear association 6.3. Circular-circular association 6.4. Regression models for a circular response variable Part VII. Analysis of Data with Temporal or Spatial Structure: 7.1. Introduction 7.2. Analysis of temporal data 7.3. Spatial analysis Part VIII. Some Modern Statistical Techniques for Testing and Estimation: 8.1. Introduction 8.2. Bootstrap methods for confidence intervals and hypothesis tests: general description 8.3. Bootstrap methods for circular data: confidence regions for the mean direction 8.4. Bootstrap methods for circular data: hypothesis tests for mean directions 8.5. Randomisation, or permutation, tests Appendix A. Tables Appendix B. Data sets References Index.
2,323 citations
TL;DR: In this article, a two-stage adaptive procedure is proposed to control the false discovery rate at the desired level q. This framework enables us to study analytically the properties of other procedures that exist in the literature.
Abstract: We provide a new two-stage procedure in which the linear step-up procedure is used in stage one to estimate mo, providing a new level q' which is used in the linear step-up procedure in the second stage. We prove that a general form of the two-stage procedure controls the false discovery rate at the desired level q. This framework enables us to study analytically the properties of other procedures that exist in the literature. A simulation study is presented that shows that two-stage adaptive procedures improve in power over the original procedure, mainly because they provide tighter control of the false discovery rate. We further study the performance of the current suggestions, some variations of the procedures, and previous suggestions, in the case where the test statistics are positively dependent, a case for which the original procedure controls the false discovery rate. In the setting studied here the newly proposed two-stage procedure is the only one that controls the false discovery rate. The procedures are illustrated with two examples of biological importance.
2,319 citations
Book•
13 Mar 2003
TL;DR: A comparison of Binary Tests and Regression Analysis and the Receiver Operating Characteristic Curve shows that Binary Tests are more accurate than Ordinal Tests when the Receiver operating characteristic curve is considered.
Abstract: 1. Introduction 2. Measures of Accuracy for Binary Tests 3. Comparing Binary Tests and Regression Analysis 4. The Receiver Operating Characteristic Curve 5. Estimating the ROC Curve 6. Covariate Effects on Continuous and Ordinal Tests 7. Incomplete Data and Imperfect Reference Tests 8. Study Design and Hypothesis Testing 9. More Topics and Conclusions References/Bibliography Index
2,289 citations