Qian Wu

Multiple Testing of Stochastic Monotonicity

2025; submitted
(with David M. Kaplan)

paper | code/tex/etc.
Where is Y "increasing" in X in the distributional sense of stochastic monotonicity? We propose and justify an FWER-controlling multiple testing procedure, which can also be inverted into confidence sets. We apply this to study the relationship between mental health and education, and between earnings and education.

Regression and Decomposition with Ordinal Health Outcomes

2024; submitted
(with David M. Kaplan)

paper | code/tex/etc.
OLS and Blinder–Oaxaca decomposition with an ordinal outcome variable coded as 1,2,3,…: how to interpret? For OLS, prediction depends on these being true cardinal values, but description does not: the conditional "mean" function can be interpreted as a sum of conditional survival function values. For decomposition, the Blinder–Oaxaca estimated explained proportion is numberically equivalent to a counterfactual-based survival function decomposition using OLS (linear probability model) distribution regression to estimate the counterfactual. That is, the naive 1,2,3,… Blinder–Oaxaca results have a meaningful interpretation robust to any true cardinal values. In our empirical decomposition of rural–urban mental health differences, we describe a nonparametric estimator and compare it to Blinder–Oaxaca, which has the added advantage of easy detailed decompositions.

Bayesian Inference on Ordinal Stochastic Monotonicity