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More powerful goodness-of-fit tests for uniform stochastic ordering

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  • Wang, Dewei
  • Tang, Chuan-Fa
  • Tebbs, Joshua M.

Abstract

The ordinal dominance curve (ODC) is a useful graphical tool to compare two population distributions. These distributions are said to satisfy uniform stochastic ordering (USO) if the ODC for them is star-shaped. A goodness-of-fit test for USO was recently proposed when both distributions are unknown. This test involves calculating the Lp distance between an empirical estimator of the ODC and its least star-shaped majorant. The least favorable configuration of the two distributions was established so that proper critical values could be determined; i.e., to control the probability of type I error for all star-shaped ODCs. However, the use of these critical values can lead to a conservative test and minimal power to detect certain non-star-shaped alternatives. Two new methods for determining data-dependent critical values are proposed. Simulation is used to show both methods can provide substantial increases in power while still controlling the size of the distance-based test. The methods are also applied to a data set involving premature infants. An R package that implements all tests is provided.

Suggested Citation

  • Wang, Dewei & Tang, Chuan-Fa & Tebbs, Joshua M., 2020. "More powerful goodness-of-fit tests for uniform stochastic ordering," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
  • Handle: RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302531
    DOI: 10.1016/j.csda.2019.106898
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    References listed on IDEAS

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    1. Whang,Yoon-Jae, 2019. "Econometric Analysis of Stochastic Dominance," Cambridge Books, Cambridge University Press, number 9781108472791.
    2. Beare, Brendan K. & Shi, Xiaoxia, 2019. "An improved bootstrap test of density ratio ordering," Econometrics and Statistics, Elsevier, vol. 10(C), pages 9-26.
    3. Zheng Fang & Andres Santos, 2019. "Inference on Directionally Differentiable Functions," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(1), pages 377-412.
    4. Christopher A. Carolan & Joshua M. Tebbs, 2005. "Nonparametric tests for and against likelihood ratio ordering in the two-sample problem," Biometrika, Biometrika Trust, vol. 92(1), pages 159-171, March.
    5. Beare, Brendan K. & Moon, Jong-Myun, 2015. "Nonparametric Tests Of Density Ratio Ordering," Econometric Theory, Cambridge University Press, vol. 31(3), pages 471-492, June.
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