Testing for No Effect When Estimating a Smooth Function by Nonparametric Regression: A Randomization Approach
非参数平滑回归中无关联假设的随机化检验AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要研究一般非参数回归关联检验,随机化指置换程序,未提供处理分配或因果识别依据,故不归入因果推断。
非参数平滑回归中无关联假设的随机化检验AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
When a linear regression function is estimated by ordinary least squares, the null hypothesis of no relationship between the response and the design variable can be tested by the normal theory F test. This article describes a new test for use in the case in which a smooth regression function is estimated by a nonparametric procedure such as kernel estimation or local regression. The test is constructed as an approximation to an exact permutation test. The test statistic is the ratio of sums of squares that are defined by analogy to the analysis of variance. The null permutation distribution of the test statistic is approximated by matching its exact mean and variance to the moments of a gamma distribution. A simulation study shows that the approximation is excellent for several regression procedures and for normal, heavy-tailed, and skewed error distributions. Simulation results are also used to investigate the power of the test as a function of the smoothing parameter. The test is applied to data on the relationship between lymphocyte concentrations and immunological status in men with human immunodeficiency virus infection.
Uniform confidence bands are widely used in empirical analysis for uncertainty qualification of nonparametric inference of unknown functions. A variety of simple implementation methods, including multiplier bootstrap, have been proposed and theoretically justified. However, an implementation over a literally continuous index set is generally computationally infeasible, and practitioners therefore compute the critical value by evaluating the statistic on a finite evaluation…
We study nonparametric inference for a continuous-treatment causal dose-response curve and its first derivative under unmeasured confounding, using treatment- and outcome-inducing proxies. We establish a proximal doubly robust pseudo-outcome whose conditional mean given treatment equals the dose-response curve whenever either bridge function is correctly specified. Their (smoothed) efficient influence function representations lead to cross-fitted local-polynomial estimators…
检测Copula结构变化的平滑检验方法
This paper develops novel smooth tests for structural changes in the innovation copula of multivariate dynamic models. We characterize deviations from copula constancy through a collection of generalized Fourier coefficients and test their joint significance. Under the null hypothesis, estimation of the dynamic parameters and the unknown marginals has no first-order estimation effect on the proposed statistics. Consequently, the feasible tests based on estimated residuals…
随机分配回归变量的自助法推断:协方差过滤与边际重抽样的局限
Random assignment can make ordinary least squares (OLS) inference insensitive to outcome dependence, yet iid resampling can still fail because assignment and resampling need not remove the same covariance terms. With binary treatment, the iid variance target differs from the sampling variance by exactly minus aggregate cross-unit covariance of treatment effects. Under a Gaussian first-order limit, positive covariance leads to over-rejection and negative covariance to…
核设定检验的数据驱动调参:选择渐近理论、有效性与功效
We develop model checks for conditional moment restrictions whose tuning parameters, the kernel bandwidth and the regularization level, are selected by cross-validation. The tests regress the estimated residuals on the covariates via kernel ridge regression (KRR), yielding a coefficient function in a reproducing kernel Hilbert space (RKHS) that vanishes under the null and is nonzero for any misspecification not annihilated by the Neyman projection. Our central contribution…
替代指标何时有效?现实失效机制下的有限样本比较
Online experiments must often be evaluated before long-term outcomes mature. Under rolling enrollment, these outcomes are observed only for early enrollees, while short-term surrogates are available for everyone. We compare seven estimators across eleven data-generating processes, spanning partial mediation, drift, outcome sparsity, and enrollment-time labeling, with up to $R = 2,000$ replications over more than 500 method-by-scenario cells. We find a sharp…