scholarly journals A Flexible Nonparametric Test for Conditional Independence

Author(s):  
Meng Huang ◽  
Yixiao Sun ◽  
Halbert L. White, Jr.
2008 ◽  
Vol 24 (4) ◽  
pp. 829-864 ◽  
Author(s):  
Liangjun Su ◽  
Halbert White

We propose a nonparametric test of conditional independence based on the weighted Hellinger distance between the two conditional densities, f(y|x,z) and f(y|x), which is identically zero under the null. We use the functional delta method to expand the test statistic around the population value and establish asymptotic normality under β-mixing conditions. We show that the test is consistent and has power against alternatives at distance n−1/2h−d/4. The cases for which not all random variables of interest are continuously valued or observable are also discussed. Monte Carlo simulation results indicate that the test behaves reasonably well in finite samples and significantly outperforms some earlier tests for a variety of data generating processes. We apply our procedure to test for Granger noncausality in exchange rates.


2015 ◽  
Vol 32 (6) ◽  
pp. 1434-1482 ◽  
Author(s):  
Meng Huang ◽  
Yixiao Sun ◽  
Halbert White

This paper proposes a nonparametric test for conditional independence that is easy to implement, yet powerful in the sense that it is consistent and achieves n−1/2 local power. The test statistic is based on an estimator of the topological “distance” between restricted and unrestricted probability measures corresponding to conditional independence or its absence. The distance is evaluated using a family of Generically Comprehensively Revealing (GCR) functions, such as the exponential or logistic functions, which are indexed by nuisance parameters. The use of GCR functions makes the test able to detect any deviation from the null. We use a kernel smoothing method when estimating the distance. An integrated conditional moment (ICM) test statistic based on these estimates is obtained by integrating out the nuisance parameters. We simulate the critical values using a conditional simulation approach. Monte Carlo experiments show that the test performs well in finite samples. As an application, we test an implication of the key assumption of unconfoundedness in the context of estimating the returns to schooling.


2020 ◽  
Vol 2 (2) ◽  
pp. 155-172
Author(s):  
Onur Teymur ◽  
◽  
Sarah Filippi

2020 ◽  
Vol 21 (1) ◽  
pp. 71-80
Author(s):  
Tanggu Dedo Yeremias ◽  
Ernantje Hendrik ◽  
Ignatius Sinu

ABSTRACT This research has been carried out in the Anugerah Mollo Farmer Group, in Netpala Village, North Mollo District, South Central Timor Regency, starting in March - April 2019. This study aims to determine: (1) The dynamic level of the Anugerah Mollo Farmer Group in Netpala Village, North Mollo District, South Central Timor Regency, (2) Relationship between Socio-economic factors of farmer group members and the level of dynamics of the Anugerah Mollo Farmer Group in Netpala Village, North Mollo District, South Central Timor Regency. Determination of the location of the study carried out intentionally (purposive sampling) The type of data collected is primary data obtained from direct interviews with respondents guided by the questionnaire, while secondary data is obtained from the relevant agencies. To find out the first purpose of the data analyzed using a Likert scale, to find out the second purpose of the data analyzed using the Sperman Rank statistical Nonparametric test. The results of this study indicate that: (1) The level of dynamism of the Anugerah Mollo Farmer Group in Netpala Village, North Mollo District, South Central Timor Regency, is in the very dynamic category of 84%, (2) The relationship of socio-economic factors is only one of the five variables that are significantly related namely land area with a coefficient of rs 0.278 and t = 1.782 count greater than t table 1.699 (p> 0.05), while other social factors such as age, formal education, number of family dependents, and experience of farming show no significant relationship with the level of dynamism of Anugerah Mollo Farmers Group in Netpala Village.


2017 ◽  
Vol 63 (6) ◽  
pp. 926-932
Author(s):  
Lyudmila Belskaya ◽  
Viktor Kosenok ◽  
Ж. Массард

So far optimization problems for diagnostics and prognostication aids remained relevant for lung cancer as a leader in the structure of cancers. Objective: a search for regularities of changes in the saliva enzyme activity in patients with nonsmall cell lung cancer. In the case-control study, 505 people took part, divided into 2 groups: primary (lung cancer, n=290) and control (conventionally healthy, n=215). All the participants went through a questionnaire survey, saliva biochemical counts, and a histological verification of their diagnosis. The enzyme activity was measured with spectrophotometry. Between-group differences were measured with the nonparametric test. It was shown that in terms of lung cancer, we observe metabolic changes, described with the decreased de Ritis coefficient (p


2010 ◽  
Vol 6 (2) ◽  
pp. 3-35 ◽  
Author(s):  
Florian Kramer ◽  
Gunter Löffler

Author(s):  
Nisha Patidar ◽  
Nitya Vyas ◽  
Shanoo Sharma ◽  
Babita Sharma

Abstract Objective Carbapenems are last resort antibiotics for multidrug-resistant Enterobacteriaceae. However, resistance to carbapenem is increasing at an alarming rate worldwide leading to major therapeutic failures and increased mortality rate. Early and effective detection of carbapenemase producing carbapenem-resistant Enterobacteriaceae (CRE) is therefore key to control dissemination of carbapenem resistance in nosocomial as well as community-acquired infection. The aim of present study was to evaluate efficacy of Modified strip Carba NP (CNP) test against Modified Hodge test (MHT) for early detection of carbapenemase producing Enterobacteriaceae (CPE). Material and Methods Enterobacteriaceae isolated from various clinical samples were screened for carbapenem resistance. A total of 107 CRE were subjected to MHT and Modified strip CNP test for the detection of CPE. Statistical Analysis It was done on Statistical Package for the Social Sciences (SPSS) software, IBM India; version V26. Nonparametric test chi-square and Z-test were used to analyze the results within a 95% level of confidence. Results Out of 107 CRE, 94 (88%) were phenotypically confirmed as carbapenemase producer by Modified strip CNP test and 46 (43%) were confirmed by Modified Hodge Test (MHT). Thirty-eight (36%) isolates showed carbapenemase production by both MHT and CNP test, 56 isolates (52%) were CNP test positive but MHT negative, eight (7%) isolates were MHT positive but CNP test negative and five (5%) isolates were both MHT and CNP test negative. There is statistically significant difference in efficiency of Modified CNP test and MHT (p < 0.05). Conclusion Modified strip CNP test is simple and inexpensive test which is easy to perform and interpret and gives rapid results in less than 5 minutes. It has high degree of sensitivity and specificity. Modified strip CNP test shows significantly higher detection capacity for carbapenemase producers as compared with MHT.


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