English  |  正體中文  |  简体中文  |  Items with full text/Total items : 55224/89525 (62%)
Visitors : 10724792      Online Users : 12
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/103880

    Title: The Goodness of Fit Tests for Generalized Linear Models
    Authors: 黃逸輝
    Keywords: Generalized linear model, Goodness of fit test. Hilbert space
    Date: 2015-09
    Issue Date: 2015-10-15 21:27:37 (UTC+8)
    Abstract: In generalized linear models, the score function can be viewed as an inner product of random error and certain functions of covariates, the random error here is the difference between response variable and its expectation conditioning on covariates. Consider the Hilbert space that consists of random variables with finite 2nd moments, the conditional mean is viewed as the projection of response variable onto the subspace of covariates.
    If the mean function is correctly specified, then residual will be close to the random error and hence approximately orthogonal to the space of functions of covariates. But when the model is misspecified, one is unable to find the projection and hence the residual will not be orthogonal to the space. It implies that there exist functions of covariates that has inner product with residual not being 0.
    Based on this observation, we develop a series of test statistics for testing whether or not the inner product is 0. This testing procedure is novel, straightforward in interpretation and easy for implementations. We show this test is favorable when comparing with many existent methods through simulation study.
    Appears in Collections:[Graduate Institute & Department of Mathematics] Proceeding

    Files in This Item:

    There are no files associated with this item.

    All items in 機構典藏 are protected by copyright, with all rights reserved.

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback