We consider a spatial generalized linear latent variable model with and without normality distributional assumption on the latent variables. When the latent variables are assumed to be multivariate normal, we apply a Laplace approximation. To relax the assumption of marginal normality in favor of a mixture of normals, we construct a multivariate density with Gaussian spatial dependence and give...

Monotonicity of the likelihood ratio for conditioned densities is a common technical assumption in economic models. But we have found no empirical tests for its plausibility. This paper develops such a test based on the theory of order-restricted inference, which is robust with respect to the correlation structure of the distributions being compared. We apply the test to study the technology re...

Many applications of modern science involve a large number of parameters. In many cases, the number of parameters, p, exceeds the number of observations, N . Classical multivariate statistics are based on the assumption that the number of parameters is fixed and the number of observations is large. Many of the classical techniques perform poorly, or are degenerate, in high-dimensional situation...

In the statistics literature, a number of procedures have been proposed for testing equality of several groups’ covariance matrices when data are complete, but this problem has not been considered for incomplete data in a general setting. This paper proposes statistical tests for equality of covariance matrices when data are missing. AWald test (denoted by T1), a likelihood ratio test (LRT) (de...

Huang and Zhang 1 generalized the notion of metric space by replacing the set of real numbers by ordered Banach space, deffined a cone metric space, and established some fixed point theorems for contractive type mappings in a normal cone metric space. Subsequently, several other authors 2–5 studied the existence of common fixed point of mappings satisfying a contractive type condition in normal...

In testing the equality of several variances, it has been shown that the probabilities given by standard tests, derived on the assumption that the samples are drawn from a normal parent population, are subject to large errors when the normality assumption is not satisfied. Therefore a modified form of the F test for testing equality of two variances, when the means are knoim has been developed....

The inference in probit models relies on the assumption of normality. However, tests of this assumption are not implemented in standard econometric software. Therefore, the paper presents a simple representation of the Bera-Jarque-Lee test, that does not require any matrix algebra. Furthermore, the representation is used to compare the Bera-JarqueLee test with the RESET-type test proposed by Pa...

The standardized group mean difference, Cohen’s d, is among the most commonly used and intuitively appealing effect sizes for group comparisons. However, reporting this point estimate alone does not reflect the extent to which sampling error may have led to an obtained value. A confidence interval expresses the uncertainty that exists between d and the population value, δ, it represents. A set ...

We propose a new and simple methodology to estimate the loss function associated with experts’ forecasts. Under the assumption of conditional normality of the data and the forecast distribution, the asymmetry parameter of the lin-lin and linex loss function can easily be estimated using a linear regression. This regression also provides an estimate for potential systematic bias in the forecasts...