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Statistica Sinica 27 (2017), 761-783

HYPOTHESIS TESTING IN THE PRESENCE OF MULTIPLE
SAMPLES UNDER DENSITY RATIO MODELS
Song Cai1, Jiahua Chen2 and James V. Zidek2
1Carleton University and 2University of British Columbia

Abstract: This paper presents a hypothesis testing method given independent samples from a number of connected populations. The method is motivated by a forestry project for monitoring change in the strength of lumber. Traditional practice has been built upon nonparametric methods which ignore the fact that these populations are connected. By pooling the information in multiple samples through a density ratio model, the proposed empirical likelihood method leads to more efficient inferences and therefore reduces the cost in applications. The new test has a classical chi-square null limiting distribution. Its power function is obtained under a class of local alternatives. The local power is found increased even when some underlying populations are unrelated to the hypothesis of interest. Simulation studies confirm that this test has better power properties than potential competitors, and is robust to model misspecification. An application example to lumber strength is included.

Key words and phrases: Dual empirical likelihood, empirical likelihood ratio test, information pooling, local power, long term monitoring, lumber quality, semiparametric inference.

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