The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions

2008 ◽  
Vol 79 (1) ◽  
pp. 30-48 ◽  
Author(s):  
Hooi-Hooi Lean ◽  
Wing-Keung Wong ◽  
Xibin Zhang
Keyword(s):  
Monte Carlo ◽  
Stochastic Dominance ◽  
Monte Carlo Study ◽  
Dominance Tests

scholarly journals Testing for Stochastic Dominance up to a Common Relative Poverty Line

Econometrics ◽  
2020 ◽  
Vol 8 (1) ◽  
pp. 5
Author(s):  
Tahsin Mehdi
Keyword(s):  
Stochastic Dominance ◽  
Household Survey ◽  
Monte Carlo Study ◽  
Poverty Line ◽  
Poverty Measurement ◽  
Superior Performance ◽  
Relative Poverty ◽  
Income Distributions ◽  
Household Survey Data ◽  
Dominance Tests

Although a wide array of stochastic dominance tests exist for poverty measurement and identification, they assume the income distributions have independent poverty lines or a common absolute (fixed) poverty line. We propose a stochastic dominance test for comparing income distributions up to a common relative poverty line (i.e., some fraction of the pooled median). A Monte Carlo study demonstrates its superior performance over existing methods in terms of power. The test is then applied to some Canadian household survey data for illustration.

Analyzing Observed Composite Differences Across Groups

Methodology ◽  
2013 ◽  
Vol 9 (1) ◽  
pp. 1-12 ◽  
Author(s):  
Holger Steinmetz
Keyword(s):  
Monte Carlo ◽  
Structural Equation Modeling ◽  
Measurement Invariance ◽  
Structural Equation ◽  
Monte Carlo Study ◽  
Equation Modeling ◽  
Factor Loadings ◽  
Latent Mean Differences ◽  
Partial Invariance ◽  
Mean Differences

Although the use of structural equation modeling has increased during the last decades, the typical procedure to investigate mean differences across groups is still to create an observed composite score from several indicators and to compare the composite’s mean across the groups. Whereas the structural equation modeling literature has emphasized that a comparison of latent means presupposes equal factor loadings and indicator intercepts for most of the indicators (i.e., partial invariance), it is still unknown if partial invariance is sufficient when relying on observed composites. This Monte-Carlo study investigated whether one or two unequal factor loadings and indicator intercepts in a composite can lead to wrong conclusions regarding latent mean differences. Results show that unequal indicator intercepts substantially affect the composite mean difference and the probability of a significant composite difference. In contrast, unequal factor loadings demonstrate only small effects. It is concluded that analyses of composite differences are only warranted in conditions of full measurement invariance, and the author recommends the analyses of latent mean differences with structural equation modeling instead.

Detecting Between-Groups Heteroscedasticity in MMR: A Monte Carlo Study

2011 ◽  
Author(s):  
Patrick J. Rosopa ◽  
Amber N. Schroeder ◽  
Jessica Doll
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Study

Monte Carlo study of 50 nm-long single and dual-gate MODFETs: suppression of short-channel effects

1993 ◽  
Vol 3 (9) ◽  
pp. 1719-1728
Author(s):  
P. Dollfus ◽  
P. Hesto ◽  
S. Galdin ◽  
C. Brisset
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Study ◽  
Short Channel Effects ◽  
Short Channel ◽  
Channel Effects ◽  
Dual Gate

MONTE CARLO STUDY OF EPITAXIAL OVERLAYER WITH SUBSTANTIAL LATTICE MISMATCH

1987 ◽  
Vol 48 (C5) ◽  
pp. C5-199-C5-202
Author(s):  
T. MIYASAKI ◽  
K. AIZAWA ◽  
H. AOKI ◽  
C. ITOH ◽  
M. OKAZAKI
Keyword(s):  
Monte Carlo ◽  
Lattice Mismatch ◽  
Monte Carlo Study
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