首页> 外文期刊>Econometrics >Generalized Information Matrix Tests for Detecting Model Misspecification
【24h】

Generalized Information Matrix Tests for Detecting Model Misspecification

机译:用于检测模型错误规范的通用信息矩阵测试

获取原文
       

摘要

Generalized Information Matrix Tests (GIMTs) have recently been used for detecting the presence of misspecification in regression models in both randomized controlled trials and observational studies. In this paper, a unified GIMT framework is developed for the purpose of identifying, classifying, and deriving novel model misspecification tests for finite-dimensional smooth probability models. These GIMTs include previously published as well as newly developed information matrix tests. To illustrate the application of the GIMT framework, we derived and assessed the performance of new GIMTs for binary logistic regression. Although all GIMTs exhibited good level and power performance for the larger sample sizes, GIMT statistics with fewer degrees of freedom and derived using log-likelihood third derivatives exhibited improved level and power performance.
机译:最近,在随机对照试验和观察性研究中,通用信息矩阵测试(GIMT)已用于检测回归模型中错误指定的存在。在本文中,开发了一个统一的GIMT框架,用于识别,分类和推导有限维平滑概率模型的新型模型误判测试。这些GIMT包括以前发布的以及最新开发的信息矩阵测试。为了说明GIMT框架的应用,我们导出并评估了用于二进制逻辑回归的新GIMT的性能。尽管对于较大的样本量,所有GIMT都表现出良好的电平和功率性能,但是使用对数似然三阶导数得出的具有较少自由度的GIMT统计数据却具有更高的电平和功率性能。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号