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Existing Tests (existing + test)
Selected AbstractsAn Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric AlternativeECONOMETRICA, Issue 3 2001Joel L. Horowitz We develop a new test of a parametric model of a conditional mean function against a nonparametric alternative. The test adapts to the unknown smoothness of the alternative model and is uniformly consistent against alternatives whose distance from the parametric model converges to zero at the fastest possible rate. This rate is slower than n,1/2. Some existing tests have nontrivial power against restricted classes of alternatives whose distance from the parametric model decreases at the rate n,1/2. There are, however, sequences of alternatives against which these tests are inconsistent and ours is consistent. As a consequence, there are alternative models for which the finite-sample power of our test greatly exceeds that of existing tests. This conclusion is illustrated by the results of some Monte Carlo experiments. [source] Use of multiplex real-time PCR (TaqMan) for the detection of potato viruses,EPPO BULLETIN, Issue 3-4 2000N. Boonham Certain viruses affect the quality of potato tubers for either table use or processing. Visual discrimination of these viruses is problematic because of variable symptoms, but is important if proper controls are to be implemented. Work at the Central Science Laboratory has concentrated on the detection of Potato mop-top pomovirus (PMTV), Tobacco rattle tobravirus (TRV) (both associated with the disease spraing) and the tuber necrotic strain of Potato Y potyvirus (PVYNTN), the symptoms of which can often be confused with spraing. A nucleic acid-based approach has been adopted as TRV is often found as naked RNA with no associated coat protein, and accurate discrimination of PVY strains is impossible by serology. The multiplex TaqMan assay developed in this work streamlines the testing, replacing two separate tests currently used (a TRV RT-PCR and a PMTV enzyme-linked immunosorbent assay) with a single-tube assay, which has no post-PCR manipulations. The assay has been shown to be more sensitive than either of the tests which it replaces, allowing 100- and 10000-fold increases in sensitivity for TRV and PMTV detection respectively. The test reliably detected over 40 different isolates of TRV and PMTV obtained from a wide range of cultivars and locations, including samples where existing tests failed. A PCR-based method capable of discriminating strains of PVY was also developed. [source] Association tests using kernel-based measures of multi-locus genotype similarity between individualsGENETIC EPIDEMIOLOGY, Issue 3 2010Indranil Mukhopadhyay Abstract In a genetic association study, it is often desirable to perform an overall test of whether any or all single-nucleotide polymorphisms (SNPs) in a gene are associated with a phenotype. Several such tests exist, but most of them are powerful only under very specific assumptions about the genetic effects of the individual SNPs. In addition, some of the existing tests assume that the direction of the effect of each SNP is known, which is a highly unlikely scenario. Here, we propose a new kernel-based association test of joint association of several SNPs. Our test is non-parametric and robust, and does not make any assumption about the directions of individual SNP effects. It can be used to test multiple correlated SNPs within a gene and can also be used to test independent SNPs or genes in a biological pathway. Our test uses an analysis of variance paradigm to compare variation between cases and controls to the variation within the groups. The variation is measured using kernel functions for each marker, and then a composite statistic is constructed to combine the markers into a single test. We present simulation results comparing our statistic to the U -statistic-based method by Schaid et al. ([2005] Am. J. Hum. Genet. 76:780,793) and another statistic by Wessel and Schork ([2006] Am. J. Hum. Genet. 79:792,806). We consider a variety of different disease models and assumptions about how many SNPs within the gene are actually associated with disease. Our results indicate that our statistic has higher power than other statistics under most realistic conditions. Genet. Epidemiol. 34: 213,221, 2010. © 2009 Wiley-Liss, Inc. [source] Asymptotic tests of association with multiple SNPs in linkage disequilibriumGENETIC EPIDEMIOLOGY, Issue 6 2009Wei Pan Abstract We consider detecting associations between a trait and multiple single nucleotide polymorphisms (SNPs) in linkage disequilibrium (LD). To maximize the use of information contained in multiple SNPs while minimizing the cost of large degrees of freedom (DF) in testing multiple parameters, we first theoretically explore the sum test derived under a working assumption of a common association strength between the trait and each SNP, testing on the corresponding parameter with only one DF. Under the scenarios that the association strengths between the trait and the SNPs are close to each other (and in the same direction), as considered by Wang and Elston [Am. J. Hum. Genet. [2007] 80:353,360], we show with simulated data that the sum test was powerful as compared to several existing tests; otherwise, the sum test might have much reduced power. To overcome the limitation of the sum test, based on our theoretical analysis of the sum test, we propose five new tests that are closely related to each other and are shown to consistently perform similarly well across a wide range of scenarios. We point out the close connection of the proposed tests to the Goeman test. Furthermore, we derive the asymptotic distributions of the proposed tests so that P -values can be easily calculated, in contrast to the use of computationally demanding permutations or simulations for the Goeman test. A distinguishing feature of the five new tests is their use of a diagonal working covariance matrix, rather than a full covariance matrix as used in the usual Wald or score test. We recommend the routine use of two of the new tests, along with several other tests, to detect disease associations with multiple linked SNPs. Genet. Epidemiol. 33:497,507, 2009. © 2009 Wiley-Liss, Inc. [source] Robustness of alternative non-linearity tests for SETAR modelsJOURNAL OF FORECASTING, Issue 3 2004Wai-Sum Chan Abstract In recent years there has been a growing interest in exploiting potential forecast gains from the non-linear structure of self-exciting threshold autoregressive (SETAR) models. Statistical tests have been proposed in the literature to help analysts check for the presence of SETAR-type non-linearities in an observed time series. It is important to study the power and robustness properties of these tests since erroneous test results might lead to misspecified prediction problems. In this paper we investigate the robustness properties of several commonly used non-linearity tests. Both the robustness with respect to outlying observations and the robustness with respect to model specification are considered. The power comparison of these testing procedures is carried out using Monte Carlo simulation. The results indicate that all of the existing tests are not robust to outliers and model misspecification. Finally, an empirical application applies the statistical tests to stock market returns of the four little dragons (Hong Kong, South Korea, Singapore and Taiwan) in East Asia. The non-linearity tests fail to provide consistent conclusions most of the time. The results in this article stress the need for a more robust test for SETAR-type non-linearity in time series analysis and forecasting. Copyright © 2004 John Wiley & Sons, Ltd. [source] Are commodity prices chaotic?AGRICULTURAL ECONOMICS, Issue 2 2002Arjun Chatrath Abstract We conduct tests for the presence of low-dimensional chaotic structure in the futures prices of four important agricultural commodities. Though there is strong evidence of non-linear dependence, the evidence suggests that there is no long-lasting chaotic structure. The dimension estimates for the commodity futures series are generally much higher than would be for low dimension chaotic series. Our test results indicate that autoregressive conditional heteroskedasticity (ARCH)-type processes, with controls for seasonality and contract-maturity effects, explain much of the non-linearity in the data. We make a case that employing seasonally adjusted price series is important in obtaining robust results via some of the existing tests for chaotic structure. Finally, maximum likelihood methodologies, that are robust to the non-linear dynamics, lend strong support to the Samuelson hypothesis of maturity effects in futures price changes. [source] Goodness-of-fit tests of normality for the innovations in ARMA modelsJOURNAL OF TIME SERIES ANALYSIS, Issue 3 2004Gilles R. Ducharme Abstract., In this paper, we propose a goodness-of-fit test of normality for the innovations of an ARMA(p, q) model with known mean or trend. The test is based on the data driven smooth test approach and is simple to perform. An extensive simulation study is conducted to study the behaviour of the test for moderate sample sizes. It is found that our approach is generally more powerful than existing tests while holding its level throughout most of the parameter space and, thus, can be recommended. This agrees with theoretical results showing the superiority of the data driven smooth test approach in related contexts. [source] Novel method for testing the grease resistance of pet food packagingPACKAGING TECHNOLOGY AND SCIENCE, Issue 2 2002J. Lange Abstract For paper-based dry pet food packaging, one of the main requirements is a high resistance against staining from the fat in the product. For both development and quality control, rapid and reliable standardized test procedures assessing this property are needed. Although a number of tests are available, they either apply only to certain types of packaging materials and show limited correlation with field behaviour, or employ non-standard testing substances, long testing times and complicated equipment. In response to this situation, a new testing procedure that reflects field behaviour but without the drawbacks of the existing tests has been developed. The new test shows high reproducibility and good correlation with field performance for a wide range of multiwall bag and folding box materials with different types of grease resistance treatment. Copyright © 2002 John Wiley & Sons, Ltd. [source] On testing for multivariate ARCH effects in vector time series modelsTHE CANADIAN JOURNAL OF STATISTICS, Issue 3 2003Pierre Duchesne Abstract Using a spectral approach, the authors propose tests to detect multivariate ARCH effects in the residuals from a multivariate regression model. The tests are based on a comparison, via a quadratic norm, between the uniform density and a kernel-based spectral density estimator of the squared residuals and cross products of residuals. The proposed tests are consistent under an arbitrary fixed alternative. The authors present a new application of the test due to Hosking (1980) which is seen to be a special case of their approach involving the truncated uniform kernel. However, they typically obtain more powerful procedures when using a different weighting. The authors consider especially the procedure of Robinson (1991) for choosing the smoothing parameter of the spectral density estimator. They also introduce a generalized version of the test for ARCH effects due to Ling & Li (1997). They investigate the finite-sample performance of their tests and compare them to existing tests including those of Ling & Li (1997) and the residual-based diagnostics of Tse (2002).Finally, they present a financial application. Adoptant une approche spectrale, les auteurs proposent des tests permettant de détecter des effets ARCH multivariés dans les résidus d'un modèle de régression multivarié. Leurs tests reposent sur une comparaison en norme quadratique de la densité spectrale uniforme et d'un estimateur à noyau de la densité spectrale des résidus carrés et des produits croisés des résidus. Ces tests sont convergents sous une contre-hypothèse fixe quelconque. Les auteurs présentent une nouvelle application du test de Hosking (1980) qui correspond dans leur approche au choix particulier d'un noyau uniforme tronqué. Cependant, l'emploi d'autres pondérations leur permet d'obtenir des test encore plus puissants. Les auteurs étudient notamment la procédure de Robinson (1991) pour le choix du paramètre de lissage de l'estimateur de la densité spectrale. Os proposent aussi une version généralisée du test pour effets ARCH de Ling & Li (1997). Ils examinent le comportement de leurs tests dans de petits échantillons par voie de simulation et les comparent aux tests de Ling & Li (1997) et aux diagnostiques de Tse (2002) fondés sur les résidus, us présentent en outre une application financière. [source] Joint hypothesis specification for unit root tests with a structural break,THE ECONOMETRICS JOURNAL, Issue 2 2006Josep Lluís Carrion-i-Silvestre Summary, Several tests based on a t -ratio have been proposed in the literature to decide the order of integration of a time series allowing for a structural break. However, another approach based on testing a joint hypothesis of unit root and the irrelevance of some nuisance parameters is also feasible. This paper proposes new unit root tests consistent with the presence of a structural break applying this second perspective. Our approach deals both with the case where the break is not allowed under the null hypothesis, and where it is allowed. Simulations investigate the performance of this proposal compared to the existing tests and show important gains in terms of power. [source] POISSON VERSUS BINOMIAL: APPOINTMENT OF JUDGES TO THE U.S. SUPREME COURTAUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS, Issue 3 2010Vassilly Voinov Summary The problem of discriminating between the Poisson and binomial models is discussed in the context of a detailed statistical analysis of the number of appointments of the U.S. Supreme Court justices from 1789 to 2004. Various new and existing tests are examined. The analysis shows that both simple Poisson and simple binomial models are equally appropriate for describing the data. No firm statistical evidence in favour of an exponential Poisson regression model was found. Two attendant results were obtained by simulation: firstly, that the likelihood ratio test is the most powerful of those considered when testing for the Poisson versus binomial and, secondly, that the classical variance test with an upper-tail critical region is biased. [source] | ||||||||||||||||