Premium
Misspecification tests for binomial and beta‐binomial models
Author(s) -
Capanu Marinela,
Presnell Brett
Publication year - 2007
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.3049
Subject(s) - goodness of fit , binomial (polynomial) , statistics , mathematics , binomial test , binomial proportion confidence interval , binomial distribution , beta binomial distribution , multiplicative function , negative binomial distribution , test statistic , statistic , statistical hypothesis testing , mathematical analysis , poisson distribution
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.