The Interval Property in Multiple Testing of Pairwise Differences

The usual step-down and step-up multiple testing procedures most often lack an important intuitive, practical, and theoretical property called the interval property. In short, the interval property is simply that for an individual hypothesis, among the several to be tested, the acceptance sections of relevant statistics are intervals. Lack of the interval property is a serious shortcoming. This shortcoming is demonstrated for testing various pairwise comparisons in multinomial models, multivariate normal models and in nonparametric models. Residual based stepwise multiple testing procedures that do have the interval property are offered in all these cases.Comment: Published in at http://dx.doi.org/10.1214/11-STS372 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

Sensitivity Analysis for Multiple Comparisons in Matched Observational Studies through Quadratically Constrained Linear Programming

A sensitivity analysis in an observational study assesses the robustness of significant findings to unmeasured confounding. While sensitivity analyses in matched observational studies have been well addressed when there is a single outcome variable, accounting for multiple comparisons through the existing methods yields overly conservative results when there are multiple outcome variables of interest. This stems from the fact that unmeasured confounding cannot affect the probability of assignment to treatment differently depending on the outcome being analyzed. Existing methods allow this to occur by combining the results of individual sensitivity analyses to assess whether at least one hypothesis is significant, which in turn results in an overly pessimistic assessment of a study's sensitivity to unobserved biases. By solving a quadratically constrained linear program, we are able to perform a sensitivity analysis while enforcing that unmeasured confounding must have the same impact on the treatment assignment probabilities across outcomes for each individual in the study. We show that this allows for uniform improvements in the power of a sensitivity analysis not only for testing the overall null of no effect, but also for null hypotheses on \textit{specific} outcome variables while strongly controlling the familywise error rate. We illustrate our method through an observational study on the effect of smoking on naphthalene exposure

Measuring Risk Aversion Model-Independently

We propose a new method to elicit individuals' risk preferences. Similar to Holt and Laury (2002), we use a simple multiple price-list format. However, our method is based on a general notion of increasing risk, which allows classifying individuals as more or less risk-averse without assuming a specic utility framework. In a laboratory experiment we compare both methods. Each classies individuals almost identically as risk-averse, -neutral, or -seeking. However, classications of individuals as more or less risk-averse dier substantially. Moreover, our approach yields higher measures of risk aversion, and only with our method these measures are robust toward increasing stakes

Elite capture, political voice and exclusion from aid: An experimental study

We experimentally study the influence of local information conditions on elite capture and social exclusion in community-based development schemes with heterogeneous groups. Not only information on the distribution of aid resources through community-based schemes, but also information on who makes use of an available punishment mechanism through majority voting may be important. The main results are the following. First, many rich community representatives try to satisfy a political majority who would then abstain from using the punishment mechanism, and exclude those community members whose approval is then not required. The frequency of this exclusion strategy is highest with private information on the distribution and public voting. Second, when voting is public, responders are more reluctant to make use of the punishment mechanism, and representatives who follow the exclusion strategy are more inclined to exclude the poorest responder. Third, punishment is largely ineffective as it induces rich representatives to capture all economic resources. Fourth, if a poor agent takes the representative’s role, punishment rates drop, efficiency increases, and final distributions become more equal