This paper develops a new asymptotic theory for two-step GMM estimation and inference in the presence of clustered dependence. The key feature of alternative asymptotics is the number of clusters G is regarded as small or fixed when the sample size increases. Under the small-G asymptotics, this paper shows the centered two-step GMM estimator and the two continuously-updating GMM estimators we c...

The R function t.test() can be used to perform both one and two sample t-tests on vectors of data. The function contains a variety of options and can be called as follows: > t.test(x, y = NULL, alternative = c("two.sided", "less", "greater"), mu = 0, paired = FALSE, var.equal = FALSE, conf.level = 0.95) Here x is a numeric vector of data values and y is an optional numeric vector of data values...

many commonly used statistical methods require that the population distribution be nearly normal. unfortunately, in some papers the one-sample kolmogorov-smirnov test has been used for testing normality while the assumptions of applying this test are not satisfied. to conduct this test, it is assumed that the population distribution is fully specified. in practical situation where the mean and ...

In introductory statistics texts, the power of the test of a one-sample mean when the variance is known is widely discussed. However, when the variance is unknown, the power of the Student’s t-test is seldommentioned. In this note, a general methodology for obtaining inference concerning a scalar parameter of interest of any exponential family model is proposed. The method is then applied to th...

We are concerned with an issue of asymptotic validity of a non-parametric randomization test for the two sample location problem under the assumption of partially dependent observations, in which case the validity of the usual permutation t-test breaks down. We show that a certain modification of the permutation group used in the randomization procedure yields an unconditional asymptotically va...

Hotelling’s T two sample test based on Bookstein coordinates or Kendall coordinates has been applied to test the difference between two groups of shape configurations. While this method has several advantages, some empirical evidences have shown that it is sensitive to the variation and correlation within landmarks and the selection of baseline. It is typical to select the two landmarks that fo...

where F1, F2 are cumulative distributions (discrete or continuous) of the observations and Tis their upper limit. The test is shown to be asymptotically normal and consistent against one-sided alternatives F1(t) < F2(t) (t ~ T) and against two-sided alternatives where either F1(t) < F2(t) or F1(t) > F2(t) (t ~ T). The asymptotic efficiency of the test relative to the efficient parametric test w...

The result of a Mann-Whitney U-test indicates that clastic-ratio values for the Kope Formation are stochastically greater than are those for the Fairview Formation in eastern Hamilton County, Ohio. The use of the clastic-ratio as an inferential statistic when applied to these formations is justified. INTRODUCTION Clastic-ratio values as defined by Weiss et at. (1965, p. 8) have been used by Wei...