Bootstrapping Goodness of Fit Statistics in Loglinear Poisson Models

Winkler, B. (1996): Bootstrapping Goodness of Fit Statistics in Loglinear Poisson Models. Collaborative Research Center 386, Discussion Paper 53

Abstract

The possible discrepancy between a hypothesized model and the observed data is measured by so called Goodness of Fit Statistics. In order to decide whether the observed discrepancy is substantial, the distributions of these statistics under the hypothesised model are needed to perform a statistical test. Because of the difficulty to compute the exact distributions, just when the sample size is small, better approximations than provided by common asymptotic theory have to be found. In the case of a loglinear Poisson model we will do that by different bootstrap methods.

• Item Type: Paper (Research Paper)
• Collections: Mathematics, Computer Science and Statistics > Statistics > Collaborative Research Center 386; Special Research Fields > Special Research Field 386
• Subjects: 500 Science > 510 Mathematics