Authors: | Capanu, M.; Presnell, B. |
Article Title: | Misspecification tests for binomial and beta-binomial models |
Abstract: | 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 © 2007 John Wiley & Sons, Ltd. |
Keywords: | controlled study; major clinical study; case control study; logistic models; simulation; statistical analysis; data interpretation, statistical; models, statistical; diabetes mellitus; sampling studies; insulin; intermethod comparison; glucose; chi square test; logistic regression analysis; performance; binomial distribution; logistic regression; power analysis; beta-binomial; goodness of fit; information matrix test; ios; lack of fit; model misspecification; ios test; sample (statistics) |
Journal Title: | Statistics in Medicine |
Volume: | 27 |
Issue: | 14 |
ISSN: | 0277-6715 |
Publisher: | John Wiley & Sons |
Date Published: | 2008-06-30 |
Start Page: | 2536 |
End Page: | 2554 |
Language: | English |
DOI: | 10.1002/sim.3049 |
PUBMED: | 17914713 |
PROVIDER: | scopus |
DOI/URL: | |
Notes: | --- - "Cited By (since 1996): 3" - "Export Date: 17 November 2011" - "CODEN: SMEDD" - "Source: Scopus" |