Douglas L. Miller, Francesca Molinari, Jörg Stoye
arXiv 20 May 2024 · Econometrics · publishedJournal of Applied Econometrics (2025) · 1 citations (OpenAlex)
arXiv:2405.11759 · PDF · DOI · OpenAlex · Extracted main text
We test the null hypothesis that two parameters $(\mu_1,\mu_2)$ have the same sign, assuming that (asymptotically) normal estimators $(\hat{\mu}_1,\hat{\mu}_2)$ are available. Examples of this problem include the analysis of heterogeneous treatment effects, causal interpretation of reduced-form estimands, meta-studies, and mediation analysis. A number of tests were recently proposed. We recommend a test that is simple and rejects more often than many of these recent proposals. Like all other tests in the literature, it is conservative if the truth is near $(0,0)$ and therefore also biased. To clarify whether these features are avoidable, we also provide a test that is unbiased and has exact size control on the boundary of the null hypothesis, but which has counterintuitive properties and hence we do not recommend. We use the test to improve p-values in Kowalski (2022) from information contained in that paper's main text and to establish statistical significance of some key estimates in Dippel et al. (2021).
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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 | Kowalski, Amanda E (2022) Behaviour within a Clinical Trial and Implications for Mammography Guidelines | 1.000 | 18 | 5 | 100% |
| 2 | Brinch, Christian N., Magne Mogstad, and Matthew Wiswall (2017) Beyond LATE with a Discrete Instrument | 1.000 | 14 | 5 | 100% |
| 3 | Kim, Deborah (2023) Testing Sign Agreement, available at https://www.dropbox.com/scl/fi/e8b9o1bt9ful8s21zh5yi/JMP_DKIM.pdf?rlkey=8rsfnc2572e4gnopflj… | 1.000 | 5 | 3 | 100% |
| 4 | Dippel, Christian, Robert Gold, Stephan Heblich, and Rodrigo Pinto (2021) The Effect of Trade on Workers and Voters | 0.874 | 9 | 2 | 100% |
| 5 | Russek-Cohen, Estelle and Richard M. Simon (1993) Qualitative Interactions in Multifactor Studies | 0.874 | 5 | 2 | 100% |
| 6 | Gail, M. and R. Simon (1985) Testing for Qualitative Interactions between Treatment Effects and Patient Subsets | 0.737 | 3 | 2 | 100% |
| 7 | Kaplan, David M (2015) Bayesian and frequentist tests of sign equality and other nonlinear inequalities, Working Paper 1516, University of Missouri | 0.737 | 3 | 2 | 100% |
| 8 | Hansen, Bruce (2022) Econometrics | 0.644 | 2 | 2 | 100% |
| 9 | Perlman, Michael D. and Lang Wu (1999) The Emperor's New Tests | 0.511 | 2 | 1 | 100% |
| 10 | Slough, Tara and Scott A. Tyson (2025) Sign-Congruence, External Validity, and Replication | 0.511 | 2 | 1 | 100% |
Showing the top 10 of 28 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Inference under First-Order Degeneracy | 0.405 | 1 | 1 |