- 1、本文档共15页,可阅读全部内容。
- 2、原创力文档(book118)网站文档一经付费(服务费),不意味着购买了该文档的版权,仅供个人/单位学习、研究之用,不得用于商业用途,未经授权,严禁复制、发行、汇编、翻译或者网络传播等,侵权必究。
- 3、本站所有内容均由合作方或网友上传,本站不对文档的完整性、权威性及其观点立场正确性做任何保证或承诺!文档内容仅供研究参考,付费前请自行鉴别。如您付费,意味着您自己接受本站规则且自行承担风险,本站不退款、不进行额外附加服务;查看《如何避免下载的几个坑》。如果您已付费下载过本站文档,您可以点击 这里二次下载。
- 4、如文档侵犯商业秘密、侵犯著作权、侵犯人身权等,请点击“版权申诉”(推荐),也可以打举报电话:400-050-0827(电话支持时间:9:00-18:30)。
- 5、该文档为VIP文档,如果想要下载,成为VIP会员后,下载免费。
- 6、成为VIP后,下载本文档将扣除1次下载权益。下载后,不支持退款、换文档。如有疑问请联系我们。
- 7、成为VIP后,您将拥有八大权益,权益包括:VIP文档下载权益、阅读免打扰、文档格式转换、高级专利检索、专属身份标志、高级客服、多端互通、版权登记。
- 8、VIP文档为合作方或网友上传,每下载1次, 网站将根据用户上传文档的质量评分、类型等,对文档贡献者给予高额补贴、流量扶持。如果你也想贡献VIP文档。上传文档
查看更多
On Pearson’s X 2
for categorical response variables
Jeroen Weesie
Department of Sociology
University of Utrecht
The Netherlands
email J.Weesie@fss.uu.nl
tel +31–30–2531922
fax +31–30–2534405
Prepared for
Belgian/Dutch/German Stata User’s Meeting
Maastricht May 23, 2002
Pearson’s X2 1/15 jeroen weesie June 10, 2002
Testing goodness of fit
• embedd model in larger model
• constructive method: suggests model
improvement
but: often violation of some assumption leads to
rejections for other forms of misspecification
e.g.: White test for heteroscedasticity in
regression is also very sensitive to misspecification
of mean
• may require estimating more complicated models
(LR, Wald), though sometimes score testing may
be feasible
Check testomit
• sometimes saturated model can be estimated,
e.g., regression models with categorical covariates
• goodness of fit statistics
• derive distribution of d(obs,fit) under Ho
• example with categorical response
2
d(obs,fit) = sum (obs-exp) /exp
• d() can often be seen as an aggregate of residuals
• See Cressie-Read (1984) for details
• All models are wrong . . .
Pearson’s X2 2/15 jeroen weesie June 10, 2002
Pearson’s X2 for binary data
Pearson X 2 measure for goodness of fit after binary
regression models
πi
您可能关注的文档
- Obscure but Important The United States and the Russell.pdf
- Observability and Redundancy in Process Data Estimation.pdf
- Observable behavior of strongdynamic systemsstrong component reasoning.pdf
- Observation of molecular orbital gating.pdf
- Observational and Model Evidence for Positive Low-Level Cloud.pdf
- Observations of deterministic chaos in nancial time series by.pdf
- Observations of the impact of a major Saharan dust storm on.pdf
- Observed Flow Compensation Associated with the MOC at 26.5°N.pdf
- OBSOLESCENCE DRIVEN DESIGN REFRESH PLANNING FOR SUSTAINMENT.pdf
- Obstáculos para la creación de empresas en una economía.pdf
文档评论(0)