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Goodness-of-fit, score test, zero-inflation and over-dispersion in generalized linear models.

机译:广义线性模型中的拟合优度,分数测试,零通货膨胀和过度分散。

摘要

In this thesis we develop goodness of fit tests of the generalized linear model with non-canonical links for data that are extensive but sparse. We derive approximations to the first three moments of the deviance statistic. A supplementary estimating equation is proposed from which the modified deviance statistic is obtained. Applications of the modified deviance statistic to binomial and Poisson data are shown. A simulation study is conducted to compare the behavior, in terms of size and power, of the modified deviance statistic and the modified Pearson statistic developed earlier by Farrington (1996). Three sets of data with different degrees, of sparseness and different link functions are analyzed. The simulation results and examples indicate that both the modified Pearson statistic and the modified deviance statistic perform well in terms of holding nominal levels. However, the modified deviance statistic shows much better power properties for the range of parameters investigated under the alternative hypothesis. Theses results also answer a question posed by Farrington (1996) and extend results of McCullagh (1986) for Poisson log-linear models. In some instances a score or a C(alpha) statistic performs well. In this thesis we also develop a score test statistic to assess goodness of fit of the generalized linear model for data that are extensive but sparse. The performance of this statistic is then compared with the modified Pearson statistic. Results of simulation show that both the modified score test statistic developed in our paper and the modified Pearson statistic developed by Farrington (1996) maintain nominal levels. However the modified score test has some edge over the modified Pearson statistic in terms of power. In practice, sometimes, discrete data contain excess zeros that can not be explained by a simple model. In this thesis we develop score tests for testing zero-inflation in generalized linear models. These score tests are then applied to binomial models and Poisson models and their performances are evaluated. A limited simulation study shows that the score tests reasonably maintain the nominal levels. The power of the tests for detecting zero-inflation increases very slowly for Poisson mean mu or binomial parameter p. For large values of mu and p power increases very fast and approaches 1.0 even for moderate zero-inflation. A discrete generalized linear model (Poisson or binomial) may fall to fit a set of data having a lot of zeros either because of zero-inflation only, because of over-dispersion only, or because there is zero-inflation as well as over-dispersion in the data. In this thesis we obtain score tests (i) for zero-inflation in presence of over-dispersion, (ii) for over-dispersion in presence of zero-inflation, and (iii) simultaneously for testing for zero-inflation and over-dispersion. For Poisson and binomial data these score tests are compared with those obtained from the zero-inflated negative binomial model and the zero-inflated beta-binomial model. Some simulations are performed for Poisson data to study type I error properties of the tests. In general the score tests developed here hold nominal levels reasonably well. The data sets are analyzed to illustrate model section procedure by the score tests. (Abstract shortened by UMI.)Dept. of Mathematics and Statistics. Paper copy at Leddy Library: Theses u26 Major Papers - Basement, West Bldg. / Call Number: Thesis2001 .D46. Source: Dissertation Abstracts International, Volume: 62-10, Section: B, page: 4616. Adviser: S. R. Paul. Thesis (Ph.D.)--University of Windsor (Canada), 2001.
机译:在本文中,我们开发了具有非规范链接的广义线性模型的拟合检验的优良性,可用于范围广但稀疏的数据。我们得出偏差统计量的前三个时刻的近似值。提出了一个补充估计方程,从中可以得到修正的偏差统计量。显示了修改后的偏差统计量在二项式和泊松数据中的应用。进行了仿真研究,以比较尺寸和功效方面的修正偏差统计量和Farrington(1996)较早开发的修正Pearson统计量的行为。分析了不同程度,稀疏程度和不同链接函数的三组数据。仿真结果和算例表明,修正的Pearson统计量和修正的偏差统计量在保持名义水平方面均表现良好。但是,对于在替代假设下研究的参数范围,修改后的偏差统计量显示出更好的功效。这些结果还回答了Farrington(1996)提出的问题,并扩展了McCullagh(1986)的泊松对数线性模型的结果。在某些情况下,得分或Cα统计量表现良好。在本文中,我们还开发了一个分数测试统计量,以评估广义线性模型对广泛但稀疏数据的拟合优度。然后将该统计数据的性能与修改后的Pearson统计数据进行比较。模拟结果表明,本文开发的修正分数测试统计量和Farrington(1996)发展的修正Pearson统计量均保持名义水平。但是,就功效而言,改进后的得分测试比改进后的Pearson统计有一些优势。在实践中,有时离散数据包含多余的零,这无法用简单的模型来解释。在本文中,我们开发了分数测试来测试广义线性模型中的零通胀。然后将这些得分测试应用于二项式模型和Poisson模型,并评估其性能。有限的模拟研究表明,分数测试可以合理地维持名义水平。对于泊松均值mu或二项式参数p,检测零通货膨胀的能力非常缓慢。对于较大的mu和p值,功率增加非常快,即使对于中等零膨胀,功率也接近1.0。离散的广义线性模型(泊松或二项式)可能会适合于具有大量零的一组数据,这可能是由于仅零膨胀,仅由于过度分散或由于零膨胀以及过度零散。分散在数据中。在本文中,我们获得分数测试(i)在过度分散的情况下零膨胀,(ii)在零膨胀的情况下过度分散,以及(iii)同时进行零膨胀和过度分散的测试。对于泊松和二项式数据,将这些得分测试与从零膨胀负二项式模型和零膨胀β二项式模型获得的得分进行比较。对Poisson数据执行了一些模拟,以研究测试的I类错误属性。总的来说,这里开发的分数测试可以很好地保持名义水平。对数据集进行分析,以通过得分测试说明模型截面过程。 (摘要由UMI缩短。)数学和统计学。莱迪图书馆的纸质副本:论文主要论文-西楼地下室。 /电话号码:Thesis2001 .D46。资料来源:国际论文摘要,第62-10卷,第B部分,第4616页。顾问:S。R. Paul。论文(博士学位)-温莎大学(加拿大),2001。

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    Deng Dianliang.;

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