Sequential Specification Tests to Choose a Model: A Change-Point Approach

Researchers faced with a sequence of candidate model specifications must often choose the best specification that does not violate a testable identification assumption. One option in this scenario is sequential specification tests: hypothesis tests of the identification assumption over the sequence. Borrowing an idea from the change-point literature, this paper shows how to use the distribution of p-values from sequential specification tests to estimate the point in the sequence where the identification assumption ceases to hold. Unlike current approaches, this method is robust to individual errant p-values and does not require choosing a test level or tuning parameter. This paper demonstrates the method's properties with a simulation study, and illustrates it by application to the problems of choosing a bandwidth in a regression discontinuity design while maintaining covariate balance and of choosing a lag order for a time series model

Anomalous Hall Effect in three ferromagnets: EuFe4Sb12, Yb14MnSb11, and Eu8Ga16Ge30

The Hall resistivity (Rho_xy), resistivity (Rho_xx), and magnetization of three metallic ferromagnets are investigated as a function of magnetic field and temperature. The three ferromagnets, EuFe4Sb12 (Tc = 84 K), Yb14MnSb11 (Tc = 53 K), and Eu8Ga16Ge30 (Tc = 36 K) are Zintl compounds with carrier concentrations between 1 x 10^21 cm^-3 and 3.5 x 10^21 cm^-3. The relative decrease in Rho_xx below Tc [Rho_xx(Tc)/Rho_xx(2 K)] is 28, 6.5, and 1.3 for EuFe4Sb12, Yb14MnSb11, and Eu8Ga16Ge30 respectively. The low carrier concentrations coupled with low magnetic anisotropies allow a relatively clean separation between the anomalous (Rho_'xy), and normal contributions to the measured Hall resistivity. For each compound the anomalous contribution in the zero field limit is fit to alpha Rho_xx + sigma_xy rho_xx^2 for temperatures T < Tc. The anomalous Hall conductivity, sigma_xy, is -220 +- 5 (Ohm^-1 cm^-1), -14.7 +- 1 (Ohm^-1 cm^-1), and 28 +- 3 (Ohm^-1 cm^-1) for EuFe4Sb12, Yb14MnSb11, and Eu8Ga16Ge30 respectively and is independent of temperature for T < Tc if the change in spontaneous magnetization (order parameter) with temperature is taken into account. These data are consistent with recent theories of the anomalous Hall effect that suggest that even for stochiometric ferromagnetic crystals, such as those studied in this article, the intrinsic Hall conductivity is finite at T = 0, and is a ground state property that can be calculated from the electronic structure.Comment: 22 pages, 13 figures Submitted to PR