This paper introduces speci"cation tests of parametric mean-regression models. The null hypothesis of interest is that the parametric regression function is correctly speci"ed. The proposed tests are generalizations of the Kolmogorov}Smirnov and Cramer}von Mises tests to the regression framework. They are consistent against all alternatives to the null hypothesis, powerful against 1/Jn local al...

We present a semi-parametric method for testing mixing distributions in the mixed Poisson model. The proposed method, which is based on the generalized method of moments, does not demand the complete specification of the probability function but only requires a specification of a set of moment conditions which the model should satisfy. We demonstrate that an explicit expression for moment relat...

This document describes how to use gMCP to construct, conduct and evaluate multiple comparison procedures based on weighted parametric tests which are defined by directed graphs. In addition to sequentially rejective Bonferroni procedures gMCP provides functionality to construct tests that take advantage of (partial) knowledge of the the joint distribution of the p-values associated with multip...

This paper develops and compares specification tests for parametric duration models estimated with censored data. The tests are based on generalized residuals (the integrated hazard), which is exponentially distributed if the model is correctly specified. I present several conditional moment tests based on the generalized residuals: a raw moments test, a test based on Laguerre polynomials, and ...

The importance of considering statistical power in marine pollution studies is unequivocal. However, the vast majority of ecological literature on power analysis focuses on parametric rather than non-parametric tests. This note describes a Monte Carlo simulation method for estimating the power of non-parametric tests. The method is illustrated using ordinal data.

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