Hypothesis testing based on a vector of statistics

Journal article


King, Maxwell L., Zhang, Xibin and Akram, Muhammad. (2020). Hypothesis testing based on a vector of statistics. Journal of Econometrics. 219(2), pp. 425-455. https://doi.org/10.1016/j.jeconom.2020.03.010
AuthorsKing, Maxwell L., Zhang, Xibin and Akram, Muhammad
Abstract

This paper presents a new approach to hypothesis testing based on a vector of statistics. It involves simulating the statistics under the null hypothesis and then estimating the joint density of the statistics. This allows the -value of the smallest acceptance region test to be estimated. We prove this -value is a consistent estimate under some regularity conditions. The small-sample properties of the proposed procedure are investigated in the context of testing for autocorrelation, testing for normality, and testing for model misspecification through the information matrix. We find that our testing procedure has appropriate sizes and good powers.

Keywordsbootstrap; cross-market prediction; Markov chain Monte Carlo; multivariate kernel density; p-value; smallest acceptance region tests
Year2020
JournalJournal of Econometrics
Journal citation219 (2), pp. 425-455
PublisherElsevier B.V.
ISSN0304-4076
Digital Object Identifier (DOI)https://doi.org/10.1016/j.jeconom.2020.03.010
Scopus EID2-s2.0-85082676489
Research or scholarlyResearch
Page range425-455
FunderAustralian Research Council (ARC)
Publisher's version
License
All rights reserved
File Access Level
Controlled
Output statusPublished
Publication dates
Online30 Mar 2020
Publication process dates
Deposited28 May 2021
ARC Funded ResearchThis output has been funded, wholly or partially, under the Australian Research Council Act 2001
Permalink -

https://acuresearchbank.acu.edu.au/item/8w1y5/hypothesis-testing-based-on-a-vector-of-statistics

Restricted files

Publisher's version

  • 137
    total views
  • 0
    total downloads
  • 2
    views this month
  • 0
    downloads this month
These values are for the period from 19th October 2020, when this repository was created.

Export as

Related outputs

Exercise and cognition in elderly
Akram, Muhammad, Chishti, Muhammad and Ali, Syed. (2023). Exercise and cognition in elderly. Datta Meghe Institute of Medical Sciences University. Journal. 18(3), pp. 531-538. https://doi.org/10.4103/jdmimsu.jdmimsu_515_22
Associations of home and neighborhood environments with children’s physical activity in the U.S.-based Neighborhood Impact on Kids (NIK) longitudinal cohort study
Carver, Alison, Cerin, Ester, Akram, Muhammad, Sallis, James F., Cain, Kelli L., Frank, Lawrence D., Geremia, Carrie M., Conway, Terry L., Glanz, Karen and Saelens, Brian E.. (2023). Associations of home and neighborhood environments with children’s physical activity in the U.S.-based Neighborhood Impact on Kids (NIK) longitudinal cohort study. International Journal of Behavioral Nutrition and Physical Activity. 20(1), p. Article 9. https://doi.org/10.1186/s12966-023-01415-3
Modelling count, bounded and skewed continuous outcomes in physical activity research : Beyond linear regression models
Akram, Muhammad, Cerin, Ester, Lamb, Karen and White, Simon R.. (2023). Modelling count, bounded and skewed continuous outcomes in physical activity research : Beyond linear regression models. International Journal of Behavioral Nutrition and Physical Activity. 20(1), p. Article 57. https://doi.org/10.1186/s12966-023-01460-y
Machine Learning for Prediction of Cognitive Health in Adults Using Sociodemographic, Neighbourhood Environmental, and Lifestyle Factors
Poudel, Govinda, Barnett, Anthony, Akram, Muhammad, Martino, Erika, Knibbs, Luke, Anstey, Kaarin, Shaw, Jonathan and Cerin, Ester. (2022). Machine Learning for Prediction of Cognitive Health in Adults Using Sociodemographic, Neighbourhood Environmental, and Lifestyle Factors. International Journal of Environmental Research and Public Health. 19(17), pp. 1-14. https://doi.org/10.3390/ijerph191710977
Inclusion, exclusion and isolation of autistic people : Community attitudes and autistic people’s experiences
Jones, Sandra C., Gordon, Chloe S., Akram, Muhammad, Murphy, Nicole and Sharkie, Fiona. (2021). Inclusion, exclusion and isolation of autistic people : Community attitudes and autistic people’s experiences. Journal of Autism and Developmental Disorders. https://doi.org/10.1007/s10803-021-04998-7
Autism in Australia : Community knowledge and autistic people’s experiences
Jones, Sandra C., Akram, Muhammad, Gordon, Chloe S., Murphy, Nicole and Sharkie, Fiona. (2021). Autism in Australia : Community knowledge and autistic people’s experiences. Journal of Autism and Developmental Disorders. 51, pp. 3677-3689. https://doi.org/10.1007/s10803-020-04819-3
Family, school and individual characteristics associated with adolescents' physical activity at school in Hong Kong : the iHealt(H) study
Carver, Alison, Akram, Muhammad, Barnett, Anthony, Huang, Wendy Yajun, Gao, Gemma Yang, Mellecker, Robin R. and Cerin, Ester. (2021). Family, school and individual characteristics associated with adolescents' physical activity at school in Hong Kong : the iHealt(H) study. International Journal of Behavioral Nutrition and Physical Activity. 18, p. 14. https://doi.org/10.1186/s12966-021-01085-z
Socioeconomic status and physical activity among mothers of young children in an Asian city : The mediating role of household activities and domestic help 
Carver, Alison, Akram, Muhammad, Barnett, Anthony, Mellecker, Robin and Cerin, Ester. (2020). Socioeconomic status and physical activity among mothers of young children in an Asian city : The mediating role of household activities and domestic help . International Journal of Environmental Research and Public Health. 17(7), pp. 1-16. https://doi.org/10.3390/ijerph17072498
Do physical activity and sedentary time mediate the association of the perceived environment with BMI? The IPEN adult study
Van Dyck, Delfien, Cerin, Ester, Akram, Muhammad, Conway, Terry L., Macfarlane, Duncan, Davey, Rachel, Sarmiento, Olga L., Christiansen, Lars Breum, Reis, Rodrigo, Mitas, Josef, Aguinaga-Ontoso, Ines, Salvo, Deborah and Sallis, James F.. (2020). Do physical activity and sedentary time mediate the association of the perceived environment with BMI? The IPEN adult study. Health and Place. 64, p. Article 102366. https://doi.org/10.1016/j.healthplace.2020.102366
Objectively measured access to recreational destinations and leisure-time physical activity: Associations and demographic moderators in a six-country study
Gidlow, Christopher, Cerin, Ester, Sugiyama, Takemi, Adams, Marc A., Mitas, Josef, Akram, Muhammad, Reis, Rodrigo S., Davey, Rachel, Troelsen, Jens, Schofield, Grant and Sallis, James F.. (2019). Objectively measured access to recreational destinations and leisure-time physical activity: Associations and demographic moderators in a six-country study. Health and Place. 59, p. Article 102196. https://doi.org/10.1016/j.healthplace.2019.102196
Controlled ecological evaluation of an implemented exercise-training programme to prevent lower limb injuries in sport: Population-level trends in hospital-treated injuries
Finch, Caroline F., Gray, Shannon E., Akram, Muhammad, Donaldson, Alex, Lloyd, David G. and Cook, Jill L.. (2019). Controlled ecological evaluation of an implemented exercise-training programme to prevent lower limb injuries in sport: Population-level trends in hospital-treated injuries. British Journal of Sports Medicine. 53(8), pp. 487 - 492. https://doi.org/10.1136/bjsports-2018-099488
Predictors of healthier and more sustainable school travel mode profiles among Hong Kong adolescents
Barnett, Anthony, Akram, Muhammad, Sit, Cindy Hui-Ping, Mellecker, Robin, Carver, Alison and Cerin, Ester. (2019). Predictors of healthier and more sustainable school travel mode profiles among Hong Kong adolescents. International Journal of Behavioral Nutrition and Physical Activity. 16(1), pp. 1 - 16. https://doi.org/10.1186/s12966-019-0807-4
When are they old enough to drink? Outcomes of an australian social marketing intervention targeting alcohol initiation
Jones, Sandra, Andrews, Kelly L., Francis, Kate and Akram, Muhammad. (2018). When are they old enough to drink? Outcomes of an australian social marketing intervention targeting alcohol initiation. Drug and Alcohol Review. 37(1), pp. 375 - 383. https://doi.org/10.1111/dar.12653
Effect of a mass media campaign on ambulance use for chest pain
Nehme, Ziad, Cameron, Peter, Akram, Muhammad, Patsamanis, Harry, Bray, J. E., Meredith, Ian T. and Smith, Karen. (2017). Effect of a mass media campaign on ambulance use for chest pain. Medical Journal of Australia. 206(1), pp. 30 - 35. https://doi.org/10.5694/mja16.00341
Geographic variation of the incidence rate of lower limb amputation in Australia from 2007-12
Dillon, Michael P., Fortington, Lauren V., Akram, Muhammad, Erbas, Bircan and Kohler, Friedbert. (2017). Geographic variation of the incidence rate of lower limb amputation in Australia from 2007-12. PLoS ONE. 12(1), pp. 1 - 14. https://doi.org/10.1371/journal.pone.0170705
Hierarchical forecasts of agronomy-based data
Akram, Muhammad, Bhatti, Ishaq, Ashfaq, Muhammad and Khan, Asif A.. (2017). Hierarchical forecasts of agronomy-based data. American Journal of Mathematical and Management Sciences. 36(1), pp. 49 - 65. https://doi.org/10.1080/01966324.2016.1246990
Association between high ambient temperature and acute work-related injury: a case-crossover analysis using workers' compensation claims data
McInnes, Judith A., Akram, Muhammad, Macfarlane, Ewan M., Keegel, Tessa, Sim, M. R. and Smith, Peter. (2017). Association between high ambient temperature and acute work-related injury: a case-crossover analysis using workers' compensation claims data. Scandinavian Journal of Work Environment and Health. 43(1), pp. 86 - 94. https://doi.org/10.5271/sjweh.3602
Subsequent injuries are more common than injury recurrences: an analysis of 1 season of prospectively collected injuries in professional Australian football
Finch, Caroline F., Cook, Jill, Kunstler, Breanne E., Akram, Muhammad and Orchard, John W.. (2017). Subsequent injuries are more common than injury recurrences: an analysis of 1 season of prospectively collected injuries in professional Australian football. American Journal of Sports Medicine. 45(8), pp. 1921 - 1927. https://doi.org/10.1177/0363546517691943
Time-series analysis of the barriers for admission into a spinal rehabilitation unit
New, P. W. and Akram, Muhammad. (2016). Time-series analysis of the barriers for admission into a spinal rehabilitation unit. Spinal Cord. 54(2), pp. 126 - 131. https://doi.org/10.1038/sc.2015.108
Preventing Australian football injuries with a targeted neuromuscular control exercise programme: comparative injury rates from a training intervention delivered in a clustered randomised controlled trial
Finch, Caroline, Twomey, D. M., Fortington, Lauren V., Doyle, Tim, Elliott, Bruce C., Akram, Muhammad and Lloyd, David G.. (2016). Preventing Australian football injuries with a targeted neuromuscular control exercise programme: comparative injury rates from a training intervention delivered in a clustered randomised controlled trial. Injury Prevention. 22(2), pp. 123 - 128. https://doi.org/10.1136/injuryprev-2015-041667
Fine particulate matter (PM < inf > 2.5 < /inf > ) exposure during a prolonged wildfire period and emergency department visits for asthma
Haikerwal, Anjali, Akram, Muhammad, Sim, Malcolm R., Meyer, Mick, Abramson, Michael J. and Dennekamp, Martine. (2016). Fine particulate matter (PM < inf > 2.5 < /inf > ) exposure during a prolonged wildfire period and emergency department visits for asthma. Respirology. 21(1), pp. 88 - 94. https://doi.org/10.1111/resp.12613
Do human rhinovirus infections and food allergy modify grass pollen-induced asthma hospital admissions in children?
Erbas, Bircan, Dharmage, Shyamali C., Tang, Mimi L.K., Akram, Muhammad, Allen, Katrina J., Vicendese, Don, Davies, Janet M., Hyndman, Rob J., Newbigin, Ed J., Taylor, Philip, Bardin, Philip and Abramson, Michael J.. (2015). Do human rhinovirus infections and food allergy modify grass pollen-induced asthma hospital admissions in children? Journal of Allergy and Clinical Immunology. 136(4), pp. 1118 - 1120. https://doi.org/10.1016/j.jaci.2015.04.030
Analysis of interrupted time-series relating to statewide sports injury data
Akram, Muhammad and Finch, Caroline F.. (2015). Analysis of interrupted time-series relating to statewide sports injury data. Australasian Epidemiologist. 22(1), pp. 29 - 31.
Cluster randomised crossover trials with binary data and unbalanced cluster sizes: Application to studies of near-universal interventions in intensive care
Forbes, Andrew B., Akram, Muhammad, Pilcher, David, Cooper, Jamie and Bellomo, Rinaldo. (2015). Cluster randomised crossover trials with binary data and unbalanced cluster sizes: Application to studies of near-universal interventions in intensive care. Clinical Trials. 12(1), pp. 34 - 44. https://doi.org/10.1177/1740774514559610
Impact of fine particulate matter (PM < inf > 2.5 < /inf > ) exposure during wildfires on cardiovascular health outcomes
Haikerwal, Anjali, Akram, Muhammad, Del Monaco, Anthony, Smith, Karen, Sim, Malcolm R., Meyer, Mick, Tonkin, Andrew M., Abramson, Michael J. and Dennekamp, Martine. (2015). Impact of fine particulate matter (PM < inf > 2.5 < /inf > ) exposure during wildfires on cardiovascular health outcomes. Journal of the American Heart Association. 4(7), pp. 1 - 11. https://doi.org/10.1161/JAHA.114.001653
Comparison of estimators of the weibull distribution
Akram, Muhammad and Hayat, Aziz. (2014). Comparison of estimators of the weibull distribution. Journal of Statistical Theory and Practice. 8(2), pp. 238 - 259. https://doi.org/10.1080/15598608.2014.847771
The role of seasonal grass pollen on childhood asthma emergency department presentations
Erbas, B., Akram, M., Dharmage, S. C., Tham, R., Dennekamp, M., Newbigin, E., Taylor, P., Tang, M. L. K. and Abramson, M. J.. (2012). The role of seasonal grass pollen on childhood asthma emergency department presentations. Clinical and Experimental Allergy. 42(5), pp. 799 - 805. https://doi.org/10.1111/j.1365-2222.2012.03995.x
Resampling methods for the nonparametric and generalized Behrens-Fisher problems
Steland, Ansgar, Padmanabhan, Appaswamy R. and Akram, Muhammad. (2011). Resampling methods for the nonparametric and generalized Behrens-Fisher problems. Sankhya: The Indian Journal of Statistics. 73-A(2), pp. 267 - 302. https://doi.org/10.1007/s13171-011-0015-z