期刊文献+

基于概率积分变换的似然比检验的预测误差推理方法

Calibrated Parameters of Likelihood Ratio Test Based on Probability Integral Translation
下载PDF
导出
摘要 提出有关列联表面貌的预测和似然比检验的预测误差推理方法,用于单向有序列联表和小样本的预测.其目的是提供预测准确度和高效的分析工具,以及更普遍的预测检验能力.仿真实验显示,该方法可以用于通常的小样本.若似然比检验所得到的P值结论与单向有序列联表的面貌不一致时,应依据基于概率积分变换的0.074校准参数修正P值误差,使P值结论与单向有序列联表的面貌一致.我们将似然比检验的预测误差推理方法应用到胃病的分析,得到证型的胃痛严重度参数与列联表面貌的预测一致的结果. We develop procedures for inference about the predictions of contingency table profile and the prediction errors of likelihood ratio test,when there is a contingency table where one factor as ordinal variable and with small sample sizes.The aim is to provide tools for analysis of predictive accuracy and efficiency,and,more generally,of predictive ability.Simulations indicate that the procedures can work well in samples of size typically available.If P-value conclusions of likelihood ratio test do not consistent with profile predictions of contingency table,we should revise P-value error of 0.074 calibration parameters based on probability integral translation,make P-value conclusion consistent with profile predictions of contingency table with one factor as ordinal variable.
出处 《厦门大学学报(自然科学版)》 CAS CSCD 北大核心 2010年第5期612-616,共5页 Journal of Xiamen University:Natural Science
基金 国家自然科学基金(60803078)
关键词 概率积分变换 似然比检验 校准参数 Rosenblatt变换 中心极限定理 probability integral translation likelihood ratio test calibrated parameters rosenblatt transformation central limit theorem
  • 相关文献

参考文献8

  • 1Johansen S.A small sample correction for tests of hypotheses on the cointegrating vectors[J].Journal of Econometrics,2002,111(2):195-221. 被引量:1
  • 2McSorley E O,Lu J C,Li C S.Performance of parameter-estimates in step-stress accelerated life-tests with various sample-sizes[J].IEEE Transactions on Reliability,2002,51(3):271-277. 被引量:1
  • 3Wong Heung,Liu F,Chen M,et al.Empirical likelihood based diagnostics for heteroscedasticity in partial linear models[J].Computational Statistics and Data Analysis,2009,53:3466-3477. 被引量:1
  • 4Christoffersen P E.Evaluating interval forecasts[J].International Economic Review,1998,39:841-862. 被引量:1
  • 5Rosenblatt M.Remarks on a multivariate transformation[J].The Annals of Mathematical Statistics,1952,23:470-472. 被引量:1
  • 6Berkowitz J.Testing the accuracy of density forecasts in risk management[J].Journal of Business and Economic Statistics,2001,19:465-474. 被引量:1
  • 7Hogg R V,Craig A T.Mathematical statistics[M].New York:Macmillan,1965. 被引量:1
  • 8West K D.Asymptotic inference about predictive ability[J].Econometrica,1996,64:1067-1084. 被引量:1

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部