Abstract Smallholder market participation studies often focus narrowly on selling decisions, overlooking the institutional role of agricultural cooperatives, particularly in contexts like Rwanda, where cooperatives underpin agricultural policy. Consequently, empirical evidence on how cooperative membership shapes farmers’ commercialization across ...
John N. Ng'ombe +3 more
wiley +1 more source
With random regressors, least squares inference is robust to correlated errors with unknown correlation structure. [PDF]
Zhang Z, Ding P, Zhou W, Wang H.
europepmc +1 more source
A Bayes factor framework for unified parameter estimation and hypothesis testing
Abstract The Bayes factor, the data‐based updating factor of the prior to posterior odds of two hypotheses, is a natural measure of statistical evidence for one hypothesis over the other. We show how Bayes factors can also be used for parameter estimation.
Samuel Pawel
wiley +1 more source
A case study on using quantile regression in psychiatry research. [PDF]
Shankar RG +3 more
europepmc +1 more source
Abstract Generalizability theory (G‐theory) defines a statistical framework for assessing measurement reliability by decomposing observed variance into meaningful components attributable to persons, facets, and error. Classic G‐theory assumes homoscedastic residual variances across measurement conditions, an assumption that is often violated in ...
Philippe Rast, Peter E. Clayson
wiley +1 more source
A New Fit Assessment Framework for Common Factor Models Using Generalized Residuals. [PDF]
Sung Y, Han Y, Liu Y.
europepmc +1 more source
Asymptotic standard errors for reliability coefficients in item response theory
Abstract In a recent review, Liu et al. (Psychological Methods, 2025b) classified reliability coefficients into two types: classical test theory (CTT) reliability and proportional reduction in mean squared error (PRMSE). This article focuses on quantifying the sampling variability of these coefficients under item response theory (IRT) models.
Youjin Sung, Yang Liu
wiley +1 more source
Linear Wavelet-Based Estimators of Partial Derivatives of Multivariate Density Function for Stationary and Ergodic Continuous Time Processes. [PDF]
Didi S, Bouzebda S.
europepmc +1 more source
To vary or not to vary: A flexible empirical Bayes factor for testing variance components
Abstract Random effects are the gold standard for capturing structural heterogeneity, such as individual differences or temporal dependence. Yet testing their presence is difficult because variance components are constrained to be non‐negative, creating a boundary problem. This paper introduces a flexible empirical Bayes factor (EBF) for testing random
Fabio Vieira, Hongwei Zhao, Joris Mulder
wiley +1 more source
Estimation for time-varying coefficient smoothed quantile regression. [PDF]
Hu L, You J, Huang Q, Liu S.
europepmc +1 more source

