Testing Sign Congruence Between Two Parameters
提出一个简单且更有效的检验方法，用于判断两个参数是否同号，适用于异质性处理效应、简化型估计的因果解释、元分析和中介分析等场景，并提供了无偏检验作为对比。
ABSTRACT We test the null hypothesis that two parameters have the same sign, assuming that (asymptotically) normal estimators are available. Examples of this problem include the analysis of heterogeneous treatment effects, causal interpretation of reduced‐form estimands, meta‐studies, and mediation analysis. A number of tests were recently proposed. We recommend a test that is simple and rejects more often than many of these recent proposals. Like all other tests in the literature, it is conservative if the truth is near and therefore also biased. To clarify whether these features are avoidable, we also provide a test that is unbiased and has exact size control on the boundary of the null hypothesis, but which has counterintuitive properties and hence we do not recommend. We show how to improve ‐values in an existing paper from information contained in that paper's main text, and we revisit an empirical analysis of the effect of trade on voter behavior.