Artikel
Bootstrap based goodness-of-fit tests for binary multivariate regression models
We consider a binary multivariate regression model where the conditional expectation of a binary variable given a higher-dimensional input variable belongs to a parametric family. Based on this, we introduce a model-based bootstrap (MBB) for higher-dimensional input variables. This test can be used to check whether a sequence of independent and identically distributed observations belongs to such a parametric family. The approach is based on the empirical residual process introduced by Stute (Ann Statist 25:613–641, 1997). In contrast to Stute and Zhu's approach (2002) Stute & Zhu (Scandinavian J Statist 29:535–545, 2002), a transformation is not required. Thus, any problems associated with non-parametric regression estimation are avoided. As a result, the MBB method is much easier for users to implement. To illustrate the power of the MBB based tests, a small simulation study is performed. Compared to the approach of Stute & Zhu (Scandinavian J Statist 29:535–545, 2002), the simulations indicate a slightly improved power of the MBB based method. Finally, both methods are applied to a real data set.
- Sprache
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Englisch
- Erschienen in
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Journal: Journal of the Korean Statistical Society ; ISSN: 2005-2863 ; Volume: 51 ; Year: 2021 ; Issue: 1 ; Pages: 308-335 ; Singapore: Springer
- Klassifikation
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Mathematik
Trade: Forecasting and Simulation
Consumption, Saving, Production, Investment, Labor Markets, and Informal Economy: General (includes Measurement and Data)
Macroeconomic Aspects of International Trade and Finance: General
Marriage; Marital Dissolution; Family Structure; Domestic Abuse
- Thema
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Binary regression model
Bootstrap based test
Goodness-of-fit test
Marked empirical process
- Ereignis
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Geistige Schöpfung
- (wer)
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van Heel, Mareike
Dikta, Gerhard
Braekers, Roel
- Ereignis
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Veröffentlichung
- (wer)
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Springer
- (wo)
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Singapore
- (wann)
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2021
- DOI
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doi:10.1007/s42952-021-00142-4
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
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Objekttyp
- Artikel
Beteiligte
- van Heel, Mareike
- Dikta, Gerhard
- Braekers, Roel
- Springer
Entstanden
- 2021
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