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.
Author: | Mareike van Heel, Gerhard DiktaORCiD, Roel Braekers |
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DOI: | https://doi.org/10.1007/s42952-021-00142-4 |
ISSN: | 2005-2863 (Online) |
ISSN: | 1226-3192 (Print) |
Parent Title (English): | Journal of the Korean Statistical Society |
Publisher: | Springer Nature |
Place of publication: | Singapur |
Document Type: | Article |
Language: | English |
Year of Completion: | 2021 |
Volume: | 51 |
Length: | 28 Seiten |
Note: | Corresponding author: Mareike van Heel |
Link: | https://doi.org/10.1007/s42952-021-00142-4 |
Zugriffsart: | weltweit |
Institutes: | FH Aachen / Fachbereich Energietechnik |
FH Aachen / Fachbereich Medizintechnik und Technomathematik | |
open_access (DINI-Set): | open_access |
collections: | Verlag / Springer Nature |
Open Access / Hybrid | |
Geförderte OA-Publikationen / DEAL Springer | |
Licence (German): | Creative Commons - Namensnennung |