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Record W4395075943 · doi:10.1080/07474938.2024.2334166

Powerful t-tests in the presence of nonclassical measurement error

2024· article· en· W4395075943 on OpenAlexafffund
Dongwoo Kim, Daniel Wilhelm

Bibliographic record

VenueEconometric Reviews · 2024
Typearticle
Languageen
FieldMathematics
TopicAdvanced Statistical Methods and Models
Canadian institutionsSimon Fraser University
FundersEconomic and Social Research CouncilEuropean Research CouncilSocial Sciences and Humanities Research Council of Canada
KeywordsStatisticsNull hypothesisStatisticRegressionMathematicsLinear regressionTest statisticObservational errorZero (linguistics)Test (biology)Statistical hypothesis testingEconometrics

Abstract

fetched live from OpenAlex

This article proposes a powerful alternative to the t-test of the null hypothesis that a coefficient in a linear regression is equal to zero when a regressor is mismeasured. We assume there are two contaminated measurements of the regressor of interest. We allow the two measurement errors to be nonclassical in the sense that they may both be correlated with the true regressor, they may be correlated with each other, and we do not require any location normalizations on the measurement errors. We propose a new maximal t-statistic that is formed from the regression of the outcome onto a maximally weighted linear combination of the two measurements. The critical values of the test are easily computed via a multiplier bootstrap. In simulations, we show that this new test can be significantly more powerful than t-statistics based on OLS or IV estimates. Finally, we apply the proposed test to a study of returns to education based on twin data from the UK. With our maximal t-test, we can discover statistically significant returns to education when standard t-tests do not.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.067
metaresearch head score (Gemma)0.336
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.067
Threshold uncertainty score0.356

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0670.336
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0040.003
Bibliometrics0.0040.004
Science and technology studies0.0020.009
Scholarly communication0.0030.008
Open science0.0040.005
Research integrity0.0030.006
Insufficient payload (model declined to judge)0.0060.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.407
GPT teacher head0.482
Teacher spread0.076 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2024
Admission routes2
Has abstractyes

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