Misspecification tests for binomial and beta-binomial models
Misspecification tests for binomial and beta-binomial models
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DOI：
10.1002/sim.3049
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发表时间：
2008-06-30
影响因子：
2
通讯作者：
Presnell, Brett
中科院分区：
文献类型：
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作者：
Capanu, Marinela;Presnell, Brett
Presnell和Boss的IOS测试（J Am. Stat. Assoc.2004; 99（465）：216-227）是基于样本内和样本外可能性的比率的通用拟合优度检验。对于大样本，IOS统计量可以通过信息矩阵的两个估计值之间的乘法对比来近似，这样IOS检验就与白色（Econometrica 1982; 50：1-26）的信息矩阵检验或IM检验相联系，后者直接基于信息矩阵的两个估计值之差。在本文中，我们比较了IOS的IM测试和其他拟合优度测试的二项式和β-二项式模型的性能，在两个例子和模拟。我们的研究结果表明，IOS具有很强的竞争力，不仅对IM测试，但也对测试设计的特定二项式和β-二项式模型。版权所有（C）2007约翰威利父子有限公司
The IOS test of Presnell and Boss (J Am. Stat. Assoc. 2004; 99(465):216-227) is a general-purpose goodness-of-fit test based on the ratio of in-sample and out-of-sample likelihoods. For large samples, the IOS statistic can be approximated by a multiplicative contrast between two estimates of the information matrix, and in this way the IOS test is connected to White's (Econometrica 1982; 50:1-26) information matrix test, or IM test, which is based directly on the difference of two estimates of the information matrix. In this paper, we compare the performance of IOS to that of the IM test and of other goodness-of-fit tests for binomial and beta-binomial models, in both examples and simulations. Our findings suggest that IOS is strongly competitive, not only against the IM test but also against tests designed for specific binomial and beta-binomial models. Copyright (C) 2007 John Wiley & Sons, Ltd.