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1. High-dimensional empirical likelihood inference

   https://doi.org/10.1093/biomet/asaa051  

   Chang, Jinyuan; Chen, Song Xi; Tang, Cheng Yong; Wu, Tong Tong (October 2020, Biometrika)

   null (Ed.)

   Summary High-dimensional statistical inference with general estimating equations is challenging and remains little explored. We study two problems in the area: confidence set estimation for multiple components of the model parameters, and model specifications tests. First, we propose to construct a new set of estimating equations such that the impact from estimating the high-dimensional nuisance parameters becomes asymptotically negligible. The new construction enables us to estimate a valid confidence region by empirical likelihood ratio. Second, we propose a test statistic as the maximum of the marginal empirical likelihood ratios to quantify data evidence against the model specification. Our theory establishes the validity of the proposed empirical likelihood approaches, accommodating over-identification and exponentially growing data dimensionality. Numerical studies demonstrate promising performance and potential practical benefits of the new methods. 

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2. Inference for Optimal Differential Privacy Procedures for Frequency Tables

   https://doi.org/10.6339/22-JDS1044  

   Li, Chengcheng; Wang, Naisyin; Xu, Gongjun (January 2022, Journal of Data Science)

   When releasing data to the public, a vital concern is the risk of exposing personal information of the individuals who have contributed to the data set. Many mechanisms have been proposed to protect individual privacy, though less attention has been dedicated to practically conducting valid inferences on the altered privacy-protected data sets. For frequency tables, the privacy-protection-oriented perturbations often lead to negative cell counts. Releasing such tables can undermine users’ confidence in the usefulness of such data sets. This paper focuses on releasing one-way frequency tables. We recommend an optimal mechanism that satisfies ϵ-differential privacy (DP) without suffering from having negative cell counts. The procedure is optimal in the sense that the expected utility is maximized under a given privacy constraint. Valid inference procedures for testing goodness-of-fit are also developed for the DP privacy-protected data. In particular, we propose a de-biased test statistic for the optimal procedure and derive its asymptotic distribution. In addition, we also introduce testing procedures for the commonly used Laplace and Gaussian mechanisms, which provide a good finite sample approximation for the null distributions. Moreover, the decaying rate requirements for the privacy regime are provided for the inference procedures to be valid. We further consider common users’ practices such as merging related or neighboring cells or integrating statistical information obtained across different data sources and derive valid testing procedures when these operations occur. Simulation studies show that our inference results hold well even when the sample size is relatively small. Comparisons with the current field standards, including the Laplace, the Gaussian (both with/without post-processing of replacing negative cell counts with zeros), and the Binomial-Beta McClure-Reiter mechanisms, are carried out. In the end, we apply our method to the National Center for Early Development and Learning’s (NCEDL) multi-state studies data to demonstrate its practical applicability. 

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3. ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS

   https://doi.org/10.1017/S0266466616000347  

   Andrews, Donald W.K.; Guggenberger, Patrik (October 2017, Econometric Theory)

   An influential paper by Kleibergen (2005, Econometrica 73, 1103–1123) introduces Lagrange multiplier (LM) and conditional likelihood ratio-like (CLR) tests for nonlinear moment condition models. These procedures aim to have good size performance even when the parameters are unidentified or poorly identified. However, the asymptotic size and similarity (in a uniform sense) of these procedures have not been determined in the literature. This paper does so. This paper shows that the LM test has correct asymptotic size and is asymptotically similar for a suitably chosen parameter space of null distributions. It shows that the CLR tests also have these properties when the dimension p of the unknown parameter θ equals 1. When p ≥ 2, however, the asymptotic size properties are found to depend on how the conditioning statistic, upon which the CLR tests depend, is weighted. Two weighting methods have been suggested in the literature. The paper shows that the CLR tests are guaranteed to have correct asymptotic size when p ≥ 2 when the weighting is based on an estimator of the variance of the sample moments, i.e., moment-variance weighting, combined with the Robin and Smith (2000, Econometric Theory 16, 151–175) rank statistic. The paper also determines a formula for the asymptotic size of the CLR test when the weighting is based on an estimator of the variance of the sample Jacobian. However, the results of the paper do not guarantee correct asymptotic size when p ≥ 2 with the Jacobian-variance weighting, combined with the Robin and Smith (2000, Econometric Theory 16, 151–175) rank statistic, because two key sample quantities are not necessarily asymptotically independent under some identification scenarios. Analogous results for confidence sets are provided. Even for the special case of a linear instrumental variable regression model with two or more right-hand side endogenous variables, the results of the paper are new to the literature. 

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4. Randomisation inference beyond the sharp null: bounded null hypotheses and quantiles of individual treatment effects

   https://doi.org/10.1093/jrsssb/qkad080  

   Caughey, Devin; Dafoe, Allan; Li, Xinran; Miratrix, Luke (August 2023, Journal of the Royal Statistical Society Series B: Statistical Methodology)

   Abstract Randomisation inference (RI) is typically interpreted as testing Fisher’s ‘sharp’ null hypothesis that all unit-level effects are exactly zero. This hypothesis is often criticised as restrictive and implausible, making its rejection scientifically uninteresting. We show, however, that many randomisation tests are also valid for a ‘bounded’ null hypothesis under which the unit-level effects are all non-positive (or all non-negative) but are otherwise heterogeneous. In addition to being more plausible a priori, bounded nulls are closely related to substantively important concepts such as monotonicity and Pareto efficiency. Reinterpreting RI in this way expands the range of inferences possible in this framework. We show that exact confidence intervals for the maximum (or minimum) unit-level effect can be obtained by inverting tests for a sequence of bounded nulls. We also generalise RI to cover inference for quantiles of the individual effect distribution as well as for the proportion of individual effects larger (or smaller) than a given threshold. The proposed confidence intervals for all effect quantiles are simultaneously valid, in the sense that no correction for multiple analyses is required. In sum, our reinterpretation and generalisation provide a broader justification for randomisation tests and a basis for exact non-parametric inference for effect quantiles. 

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5. Direction Finding and Likelihood Ratio Detection for Oceanographic HF Radars

   https://doi.org/10.1175/JTECH-D-21-0110.1  

   Emery, Brian; Kirincich, Anthony; Washburn, Libe (February 2022, Journal of Atmospheric and Oceanic Technology)

   Abstract Previous work with simulations of oceanographic high-frequency (HF) radars has identified possible improvements when using maximum likelihood estimation (MLE) for direction of arrival; however, methods for determining the number of emitters (here defined as spatially distinct patches of the ocean surface) have not realized these improvements. Here we describe and evaluate the use of the likelihood ratio (LR) for emitter detection, demonstrating its application to oceanographic HF radar data. The combined detection–estimation methods MLE-LR are compared with multiple signal classification method (MUSIC) and MUSIC parameters for SeaSonde HF radars, along with a method developed for 8-channel systems known as MUSIC-Highest. Results show that the use of MLE-LR produces similar accuracy, in terms of the RMS difference and correlation coefficients squared, as previous methods. We demonstrate that improved accuracy can be obtained for both methods, at the cost of fewer velocity observations and decreased spatial coverage. For SeaSondes, accuracy improvements are obtained with less commonly used parameter sets. The MLE-LR is shown to be able to resolve simultaneous closely spaced emitters, which has the potential to improve observations obtained by HF radars operating in complex current environments. Significance Statement We identify and test a method based on the likelihood ratio (LR) for determining the number of signal sources in observations subject to direction finding with maximum likelihood estimation (MLE). Direction-finding methods are used in broad-ranging applications that include radar, sonar, and wireless communication. Previous work suggests accuracy improvements when using MLE, but suitable methods for determining the number of simultaneous signal sources are not well known. Our work shows that the LR, when combined with MLE, performs at least as well as alternative methods when applied to oceanographic high-frequency (HF) radars. In some situations, MLE and LR obtain superior resolution, where resolution is defined as the ability to distinguish closely spaced signal sources. 

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