Some Finite Sample Properties of the Sign Test

Fuente: arXiv
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Auteur principal: Cai, Yong
Format: Preprint
Publié: 2021
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author Cai, Yong
author_facet Cai, Yong
contents This paper contains two finite-sample results concerning the sign test. First, we show that the sign-test is unbiased with independent, non-identically distributed data for both one-sided and two-sided hypotheses. The proof for the two-sided case is based on a novel argument that relates the derivatives of the power function to a regular bipartite graph. Unbiasedness then follows from the existence of perfect matchings on such graphs. Second, we provide a simple theoretical counterexample to show that the sign test over-rejects when the data exhibits correlation. Our results can be useful for understanding the properties of approximate randomization tests in settings with few clusters.
format Preprint
id arxiv_https___arxiv_org_abs_2103_01412
institution arXiv
publishDate 2021
record_format arxiv
spellingShingle Some Finite Sample Properties of the Sign Test
Cai, Yong
Econometrics
This paper contains two finite-sample results concerning the sign test. First, we show that the sign-test is unbiased with independent, non-identically distributed data for both one-sided and two-sided hypotheses. The proof for the two-sided case is based on a novel argument that relates the derivatives of the power function to a regular bipartite graph. Unbiasedness then follows from the existence of perfect matchings on such graphs. Second, we provide a simple theoretical counterexample to show that the sign test over-rejects when the data exhibits correlation. Our results can be useful for understanding the properties of approximate randomization tests in settings with few clusters.
title Some Finite Sample Properties of the Sign Test
topic Econometrics
url https://arxiv.org/abs/2103.01412