Abstract

In this paper the problem of testing for the presence/absence of a (multi-level)treatment

effect is considered. A new test-statistic, essentially based on the same principles as the classical

Kruskal-Wallis test, is introduced, and its theoretical properties are studied. Test-statistics for

stochastic dominance problems are also studied. The good behaviour of the proposed test in

terms of both significance level and power, with respect to other commonly used test procedures, is showed through a simulation study. Finally, an application to real data is provided.

Information

Preprint No.SS-2024-0255
Manuscript IDSS-2024-0255
Complete AuthorsPier Luigi Conti, Livia De Giovanni, Ayoub Mounim
Corresponding AuthorsLivia De Giovanni
Emailsldegiovanni@luiss.it

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Acknowledgments

The research of Livia De Giovanni and Ayoub Mounim is supported by the IDMO

program of the Italian Digital Media Observatory, under project No. 101158697 funded

by the European Digital Executive Agency (HADEA) Grant Agreement.

Supplementary Materials

The online Supplementary Material contains details on the estimation of the generalized propensity score, the proofs of the main results and the in-depth description of

Simulation Study 2.

Supplementary materials are available for download.