arXiv 12 Nov 2019 · Econometrics
arXiv:1911.04696 · PDF · DOI · OpenAlex · Extracted main text
Empirical economic studies often involve multiple propositions or hypotheses, with researchers aiming to assess both the collective and individual evidence against these propositions or hypotheses. To rigorously assess this evidence, practitioners frequently employ tests with quadratic test statistics, such as $F$-tests and Wald tests, or tests based on minimum/maximum type test statistics. This paper introduces a combination test that merges these two classes of tests using the minimum $p$-value principle. The proposed test capitalizes on the global power advantages of both constituent tests while retaining the benefits of the stepdown procedure from minimum/maximum type tests.
appendix boundary found by appendix_titled_section at “APPENDIX: PROOFS” · 75% of the source is main text. Read the extracted text to check this.
The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Chung, E., Romano, J.P (2016) Multivariate and multiple permutation tests | 0.874 | 7 | 2 | 100% |
| 2 | Charness, G., Gneezy, U (2009) Incentives to exercise | 0.811 | 4 | 2 | 100% |
| 3 | Romano, J.P., Wolf, M (2005) Exact and approximate stepdown methods for multiple hypothesis testing | 0.644 | 4 | 1 | 100% |
| 4 | Chowdhury, S., Sutter, M., Zimmermann, K.F (2022) Economic preferences across generations and family clusters: A large-scale experiment in a developing country | 0.511 | 2 | 1 | 100% |
| 5 | Fan, J., Liao, Y., Yao, J (2015) Power enhancement in high-dimensional cross-sectional tests | 0.511 | 2 | 1 | 100% |
| 6 | Lee, S., Shaikh, A.M (2014) Multiple testing and heterogeneous treatment effects: Re-evaluating the effect of progresa on school enrollment | 0.511 | 2 | 1 | 100% |
| 7 | Vovk, V., Wang, R (2020) Combining p-values via averaging | 0.511 | 2 | 1 | 100% |
| 8 | Vovk, V., Wang, B., Wang, R (2022) Admissible ways of merging p-values under arbitrary dependence | 0.511 | 2 | 1 | 100% |
| 9 | Westfall, P.H., Young, S.S (1993) Resampling-based multiple testing: Examples and methods for p-value adjustment | 0.511 | 2 | 1 | 100% |
| 10 | Anderson, M.L (2008) Multiple inference and gender differences in the effects of early intervention: A reevaluation of the abecedarian, perry prescho… | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 42 scored citations.