Erratum: Proceedings of the American Statistical Association Conference on Radiation and Health

1999 ◽  
Vol 151 (6) ◽  
pp. 754
Keyword(s):  
American Statistical Association ◽  
Statistical Association

Constructing a summary index using the standardized inverse-covariance weighted average of indicators

2020 ◽  
Vol 20 (4) ◽  
pp. 952-964
Author(s):  
Benjamin Schwab ◽  
Sarah Janzen ◽  
Nicholas P. Magnan ◽  
William M. Thompson
Keyword(s):  
Least Squares Method ◽  
Weighted Average ◽  
Generalized Least Squares ◽  
American Statistical Association ◽  
Cash Transfer ◽  
Transfer Program ◽  
Statistical Association ◽  
Generalized Least Squares Method ◽  
Summary Index ◽  
The Relationship

Researchers often want to examine the relationship between a variable of interest and multiple related outcomes. To avoid problems of inference that arise from testing multiple hypotheses, one can create a summary index of the outcomes. Summary indices facilitate generalizing findings and can be more powerful than individual tests. In this article, we introduce a command, swindex, that implements the generalized least-squares method of index construction proposed by Anderson (2008, Journal of the American Statistical Association 103: 1481–1495). We describe the command and its options and provide an example based on Blattman, Fiala, and Martinez’s (2014, Quarterly Journal of Economics 129: 697–752) evaluation of a cash transfer program in Uganda.

scholarly journals P -values and reproductive health: what can clinical researchers learn from the American Statistical Association?

2016 ◽  
Vol 31 (11) ◽  
pp. 2406-2410 ◽  
Author(s):  
L. V. Farland ◽  
K. F. Correia ◽  
L. A. Wise ◽  
P. L. Williams ◽  
E. S. Ginsburg ◽  
...  
Keyword(s):  
Reproductive Health ◽  
American Statistical Association ◽  
Statistical Association ◽  
P Values

Unit-root tests for explosive behavior

2021 ◽  
Vol 21 (4) ◽  
pp. 999-1020
Author(s):  
Christopher F. Baum ◽  
Jesús Otero
Keyword(s):  
International Economic ◽  
Unit Root ◽  
American Statistical Association ◽  
Unit Root Tests ◽  
Statistical Association ◽  
International Economic Review ◽  
Augmented Dickey Fuller ◽  
Using Data ◽  
The Right ◽  
Rolling Windows

We present a new command, radf, that tests for explosive behavior in time series. The command computes the right-tail augmented Dickey and Fuller (1979, Journal of the American Statistical Association 74: 427–431) unitroot test and its further developments based on supremum statistics derived from augmented Dickey–Fuller-type regressions estimated using recursive windows (Phillips, Wu, and Yu, 2011, International Economic Review 52: 201–226) and recursive flexible windows (Phillips, Shi, and Yu, 2015, International Economic Review 56: 1043–1078). It allows for the lag length in the test regression and the width of rolling windows to be either specified by the user or determined using data-dependent procedures, and it performs the date-stamping procedures advocated by Phillips, Wu, and Yu (2011) and Phillips, Shi, and Yu (2015) to identify episodes of explosive behavior. It also implements the wild bootstrap proposed by Phillips and Shi (2020, Handbook of Statistics: Financial, Macro and Micro Econometrics Using R, Vol. 42, 61–80) to lessen the potential effects of unconditional heteroskedasticity and account for the multiplicity issue in recursive testing. The use of radf is illustrated with an empirical example.

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