Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models
广义部分线性模型中用于假设检验的偏差分析AI 解读 ↓
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In this study, we develop nonparametric analysis of deviance tools for generalized partially linear models based on local polynomial fitting. Assuming a canonical link, we propose expressions for both local and global analysis of deviance, which admit an additivity property that reduces to analysis of variance decompositions in the Gaussian case. Chi-square tests based on integrated likelihood functions are proposed to formally test whether the nonparametric term is significant. Simulation results are shown to illustrate the proposed chi-square tests and to compare them with an existing procedure based on penalized splines. The methodology is applied to German Bundesbank Federal Reserve data.
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高维在线 M 估计中的大规模线性假设检验
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核设定检验的数据驱动调参:选择渐近理论、有效性与功效
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保持收敛率的收缩支撑高斯过程预测
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通过条件中心化进行非线性 Granger 因果的 RKHS 推断
Granger causality is commonly formulated through linear prediction in vector autoregressive models, limiting its ability to detect nonlinear predictive relationships. We propose a reproducing kernel Hilbert space (RKHS)-based test for nonlinear Granger non-causality in conditional mean for nonlinear autoregressive processes. The key idea is a conditional-centering decomposition of the target regression function into an own-history component and an orthogonal component…
连接局部与总体因果效应:近端工具变量方法
Instrumental variable (IV) methods address treatment endogeneity, but with non-compliance and heterogeneous treatment effects a binary instrument generally identifies the local average treatment effect (LATE) among compliers rather than the population average treatment effect (ATE). When treatment effects and compliance probabilities are heterogeneous and dependent through latent factors, the ATE need not be identified by IV variation alone. We develop a proximal…