Links with Other Test Statistics and Measures of Divergence

Author(s):  
Timothy R. C. Read ◽  
Noel A. C. Cressie
Keyword(s):  
2010 ◽  
Vol 13 (2) ◽  
pp. 3-21
Author(s):  
Kilian Plank ◽  
Roland Walter

Econometrics ◽  
2021 ◽  
Vol 9 (1) ◽  
pp. 10
Author(s):  
Šárka Hudecová ◽  
Marie Hušková ◽  
Simos G. Meintanis

This article considers goodness-of-fit tests for bivariate INAR and bivariate Poisson autoregression models. The test statistics are based on an L2-type distance between two estimators of the probability generating function of the observations: one being entirely nonparametric and the second one being semiparametric computed under the corresponding null hypothesis. The asymptotic distribution of the proposed tests statistics both under the null hypotheses as well as under alternatives is derived and consistency is proved. The case of testing bivariate generalized Poisson autoregression and extension of the methods to dimension higher than two are also discussed. The finite-sample performance of a parametric bootstrap version of the tests is illustrated via a series of Monte Carlo experiments. The article concludes with applications on real data sets and discussion.


Author(s):  
Anna L Tyler ◽  
Baha El Kassaby ◽  
Georgi Kolishovski ◽  
Jake Emerson ◽  
Ann E Wells ◽  
...  

Abstract It is well understood that variation in relatedness among individuals, or kinship, can lead to false genetic associations. Multiple methods have been developed to adjust for kinship while maintaining power to detect true associations. However, relatively unstudied, are the effects of kinship on genetic interaction test statistics. Here we performed a survey of kinship effects on studies of six commonly used mouse populations. We measured inflation of main effect test statistics, genetic interaction test statistics, and interaction test statistics reparametrized by the Combined Analysis of Pleiotropy and Epistasis (CAPE). We also performed linear mixed model (LMM) kinship corrections using two types of kinship matrix: an overall kinship matrix calculated from the full set of genotyped markers, and a reduced kinship matrix, which left out markers on the chromosome(s) being tested. We found that test statistic inflation varied across populations and was driven largely by linkage disequilibrium. In contrast, there was no observable inflation in the genetic interaction test statistics. CAPE statistics were inflated at a level in between that of the main effects and the interaction effects. The overall kinship matrix overcorrected the inflation of main effect statistics relative to the reduced kinship matrix. The two types of kinship matrices had similar effects on the interaction statistics and CAPE statistics, although the overall kinship matrix trended toward a more severe correction. In conclusion, we recommend using a LMM kinship correction for both main effects and genetic interactions and further recommend that the kinship matrix be calculated from a reduced set of markers in which the chromosomes being tested are omitted from the calculation. This is particularly important in populations with substantial population structure, such as recombinant inbred lines in which genomic replicates are used.


2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Alexander Schmidt ◽  
Karsten Schweikert

Abstract In this paper, we propose a new approach to model structural change in cointegrating regressions using penalized regression techniques. First, we consider a setting with known breakpoint candidates and show that a modified adaptive lasso estimator can consistently estimate structural breaks in the intercept and slope coefficient of a cointegrating regression. Second, we extend our approach to a diverging number of breakpoint candidates and provide simulation evidence that timing and magnitude of structural breaks are consistently estimated. Third, we use the adaptive lasso estimation to design new tests for cointegration in the presence of multiple structural breaks, derive the asymptotic distribution of our test statistics and show that the proposed tests have power against the null of no cointegration. Finally, we use our new methodology to study the effects of structural breaks on the long-run PPP relationship.


Author(s):  
Ke-Hai Yuan ◽  
Brenna Gomer ◽  
Katerina M. Marcoulides
Keyword(s):  

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