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This paper introduces chi-square goodness-of-fit tests to check for conditional distribution model specification. The data is cross-classified according to the Rosenblatt transform of the dependent variable and the explanatory variables,…

Econometrics · Economics 2023-09-25 Miguel A. Delgado , Julius Vainora

The Hosmer-Lemeshow (HL) test is a commonly used global goodness-of-fit (GOF) test that assesses the quality of the overall fit of a logistic regression model. In this paper, we give results from simulations showing that the type 1 error…

Methodology · Statistics 2023-10-30 Nikola Surjanovic , Thomas M. Loughin

In this work, a goodness-of-fit test for the null hypothesis of a functional linear model with scalar response is proposed. The test is based on a generalization to the functional framework of a previous one, designed for the…

Statistical power is a measure of the replicability of a categorical hypothesis test. Formally, it is the probability of detecting an effect, if there is a true effect present in the population. Hence, optimizing statistical power as a…

Computation · Statistics 2023-02-21 Abhishek K. Umrawal , Sean P. Lane , Erin P. Hennes

We describe a test statistic for unbinned goodness-of-fit of data in one dimension. The statistic is based on the two-dimensional Random Walk. The rejection power of this test is explored both for simple and compound hypotheses and, for the…

Data Analysis, Statistics and Probability · Physics 2014-11-18 K. Kinoshita

In classical inverse linear optimization, one assumes a given solution is a candidate to be optimal. Real data is imperfect and noisy, so there is no guarantee this assumption is satisfied. Inspired by regression, this paper presents a…

Optimization and Control · Mathematics 2017-06-23 Timothy C. Y. Chan , Taewoo Lee , Daria Terekhov

Continuous and strictly positive data that exhibit skewness and outliers frequently arise in many applied disciplines. Log-symmetric distributions provide a flexible framework for modeling such data. In this article, we develop new…

Methodology · Statistics 2026-02-16 Ganesh Vishnu Avhad , Sudheesh K. Kattumannil

The stochastic block model is widely used for detecting community structures in network data. How to test the goodness-of-fit of the model is one of the fundamental problems and has gained growing interests in recent years. In this article,…

Methodology · Statistics 2019-08-27 Jianwei Hu , Jingfei Zhang , Hong Qin , Ting Yan , Ji Zhu

We propose an empirical likelihood test that is able to test the goodness of fit of a class of parametric and semi-parametric multiresponse regression models. The class includes as special cases fully parametric models; semi-parametric…

Statistics Theory · Mathematics 2010-01-12 Song Xi Chen , Ingrid Van Keilegom

We consider marked empirical processes indexed by a randomly projected functional covariate to construct goodness-of-fit tests for the functional linear model with scalar response. The test statistics are built from continuous functionals…

Linear mixed effects models (LMMs) are a popular and powerful tool for analyzing clustered or repeated observations for numeric outcomes. LMMs consist of a fixed and a random component, specified in the model through their respective design…

Statistics Theory · Mathematics 2019-12-10 Rok Blagus , Jakob Peterlin , Nataša Kejžar

Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…

Statistics Theory · Mathematics 2019-11-19 Rok Blagus , Jakob Peterlin , Janez Stare

Multivariate analyses play an important role in high energy physics. Such analyses often involve performing an unbinned maximum likelihood fit of a probability density function (p.d.f.) to the data. This paper explores a variety of unbinned…

High Energy Physics - Experiment · Physics 2011-07-13 Mike Williams

This paper studies goodness of fit tests and specification tests for an extension of the log-GARCH model which is stable by scaling. A Lagrange-Multiplier test is derived for testing the null assumption of extended log-GARCH against more…

Statistics Theory · Mathematics 2016-06-07 Christian Francq , Olivier Wintenberger , Jean-Michel Zakoïan

Unbinned maximum likelihood is a common procedure for parameter estimation. After parameters have been estimated, it is crucial to know whether the fit model adequately describes the experimental data. Univariate Goodness of Fit procedures…

Applications · Statistics 2011-02-14 Giulio Palombo

Generalized linear models (GLMs) are used within a vast number of application domains. However, formal goodness of fit (GOF) tests for the overall fit of the model$-$so-called "global" tests$-$seem to be in wide use only for certain classes…

Methodology · Statistics 2021-03-01 Nikola Surjanovic , Richard Lockhart , Thomas M. Loughin

Multivariate goodness-of-fit and two-sample tests are important components of many nuclear and particle physics analyses. While a variety of powerful methods are available if the dimensionality of the feature space is small, such tests…

Data Analysis, Statistics and Probability · Physics 2016-12-22 Constantin Weisser , Mike Williams

Social networks and other large sparse data sets pose significant challenges for statistical inference, as many standard statistical methods for testing model fit are not applicable in such settings. Algebraic statistics offers a…

Methodology · Statistics 2014-01-21 Elizabeth Gross , Sonja Petrović , Despina Stasi

Logistic regression is a natural and simple tool to understand how covariates contribute to explain the topology of a binary network. Once the model fitted, the practitioner is interested in the goodness-of-fit of the regression in order to…

Methodology · Statistics 2017-01-09 Pierre Latouche , Stéphane Robin , Sarah Ouadah

Box-Cox power transformation is a commonly used methodology to transform the distribution of a non-normal data into a normal one. Estimation of the transformation parameter is crucial in this methodology. In this study, the estimation…

Computation · Statistics 2014-01-17 Ozgur Asar , Ozlem Ilk , Osman Dag