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An Empirical Assessment of the Performance of Variance Components Tests under Contaminated Error Distributions with Application to Random-Intercept Regression Models [PDF]
The Egyptian Statistical Journal, 2020 Testing zero variance components is a common practice under random-intercept models. Various test exist to check the need for random effects in such models.
Yahia S. El-Horbaty
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Time-Varying Return Predictability in the Chinese Stock Market [PDF]
Reports in Advances of Physical Sciences, 2017 China’s stock market is the largest emerging market in the world. It is widely accepted that the Chinese stock market is far from efficiency and it possesses possible linear and nonlinear dependencies.
Huai-Long Shi +2 more
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Journal of Statistical Software, 2023 The issue of variance components testing arises naturally when building mixed-effects models, to decide which effects should be modeled as fixed or random or to build parsimonious models.
Charlotte Baey, Estelle Kuhn
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ON THE ASYMPTOTIC POWER OF THE VARIANCE RATIO TEST [PDF]
Econometric Theory, 2003 The variance-ratio (VR) test statistic, which is based on k-period differences of the data, is commonly used in empirical finance and economics to test the random walk hypothesis. We obtain the asymptotic power function of the VR test statistic when the differencing period k is increasing with the sample size n such that k/n → δ > 0.
Deo, Rohit S., Richardson, Matthew
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A likelihood ratio test for the homogeneity of between-study variance in network meta-analysis
Systematic Reviews, 2021 Background Network meta-analysis (NMA) is a statistical method used to combine results from several clinical trials and simultaneously compare multiple treatments using direct and indirect evidence.
Dapeng Hu +2 more
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VARIANCE‐RATIO TESTS OF RANDOM WALK: AN OVERVIEW [PDF]
Journal of Economic Surveys, 2009 Abstract This paper reviews the recent developments in the field of the variance‐ratio (VR) tests of the random walk and martingale hypothesis. In particular, we present the conventional individual and multiple VR tests as well as their improved modifications based on power‐transformed statistics, rank and sign tests, subsampling and bootstrap methods,
Charles, Amélie, Darné, Olivier
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The market efficiency of the Tanzania stock market [PDF]
Banks and Bank Systems, 2016 The purpose of this article is to examine the efficiency of the Tanzania stock market. The study attempts to answer whether the Tanzania stock market is weak-form efficient.
Josephine Njuguna
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Recurring Errors in Studies of Gender Differences in Variability
Stats, 2023 The past quarter century has seen a resurgence of research on the controversial topic of gender differences in variability, in part because of its potential implications for the issue of under- and over-representation of various subpopulations of our ...
Theodore P. Hill, Rosalind Arden
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BMC Public Health, 2023 Background Despite anaemia is the leading cause of child morbidity and mortality in Africa including Ethiopia, there is inadequate evidence on modelling anaemia related factors among under five years old children in Ethiopia.
Bereket Tessema Zewude +1 more
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Sichuan jingshen weisheng, 2022 The purpose of the paper was to introduce the test for homoscedasticity and the SAS implementation. The test of homogeneity of variance could be divided into the following three categories， ①analysis of variance directly based on comparison of variances，
Hu Chunyan, Hu Liangping
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