{"ID":2898003,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2507.04560","arxiv_id":"2507.04560","title":"A Test for Jumps in Metric-Space Conditional Means","abstract":"Standard methods for detecting discontinuities in conditional means are not applicable to outcomes that are complex, non-Euclidean objects like distributions, networks, or covariance matrices. This article develops a nonparametric test for jumps in conditional means when outcomes lie in a non-Euclidean metric space. Using local Fréchet regression, the method estimates a mean path on either side of a candidate cutoff. This extends existing $k$-sample tests to a non-parametric regression setting with metric-space valued outcomes. I establish the asymptotic distribution of the test and its consistency against contiguous alternatives. For this, I derive a central limit theorem for the local estimator of the conditional Fréchet variance and a consistent estimator of its asymptotic variance. Simulations confirm nominal size control and robust power in finite samples. Two empirical illustrations demonstrate the method's ability to reveal discontinuities missed by scalar-based tests. I find sharp changes in (i) work-from-home compositions at an income threshold for non-compete enforceability and (ii) national input-output networks following the loss of preferential U.S. trade access. These findings show the value of analyzing regression outcomes in their native metric spaces.","short_abstract":"Standard methods for detecting discontinuities in conditional means are not applicable to outcomes that are complex, non-Euclidean objects like distributions, networks, or covariance matrices. This article develops a nonparametric test for jumps in conditional means when outcomes lie in a non-Euclidean metric space. Us...","url_abs":"https://arxiv.org/abs/2507.04560","url_pdf":"https://arxiv.org/pdf/2507.04560v2","authors":"[\"David Van Dijcke\"]","published":"2025-07-06T22:23:51Z","proceeding":"stat.ME","tasks":"[\"stat.ME\",\"econ.EM\",\"math.ST\"]","methods":"[]","has_code":false}
