Document Detail

Misspecification tests for binomial and beta-binomial models.
MedLine Citation:
PMID:  17914713     Owner:  NLM     Status:  MEDLINE    
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.
Marinela Capanu; Brett Presnell
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Publication Detail:
Type:  Journal Article    
Journal Detail:
Title:  Statistics in medicine     Volume:  27     ISSN:  0277-6715     ISO Abbreviation:  Stat Med     Publication Date:  2008 Jun 
Date Detail:
Created Date:  2008-05-28     Completed Date:  2008-10-07     Revised Date:  -    
Medline Journal Info:
Nlm Unique ID:  8215016     Medline TA:  Stat Med     Country:  England    
Other Details:
Languages:  eng     Pagination:  2536-54     Citation Subset:  IM    
Memorial Sloan-Kettering Cancer Center, New York, NY 10021, USA.
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MeSH Terms
Data Interpretation, Statistical
Logistic Models
Models, Statistical*
Sampling Studies*

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