Questions tagged [goodness-of-fit]
Goodness of fit tests indicate whether or not it is reasonable to assume that a random sample comes from a specific distribution.
1,181
questions
2
votes
0
answers
29
views
Fitting a Multivariate Ornstein-Uhlenbeck Process to Data
I have multivariate time series data (100 dimensions or more) and wish to test the hypothesis that the dynamics follow a Langevin equation. A simple case is the Ornstein-Uhlenbeck process, how can one ...
- 21
0
votes
1
answer
25
views
Why my Rho-square on Multinomial Logit Model (McFadden) so small?
When I'm using MNL, and try to find my rho square, it's found out to be so small. It is $0.0139$. For a good fit model, the rho square has to be between $0.2$-$0.4$. Is there any reason why it's so ...
- 1
0
votes
0
answers
25
views
Where can I find a Kolmogorov-Smirnov critical value table for an F-distribution? [closed]
I have developed an Excel model for a one-sample Kolmogorov-Smirnov test for an F-distribution. I have the K-S test statistic, but no CV to compare it to. If anyone knows of an online table of ...
5
votes
1
answer
193
views
Why in ordinary linear regression is no global test for lack of model fit unless there are replicate observations at various settings of X?
I read this quote from Regression Modelling Strategies.
In ordinary linear regression there is no global test for lack of model fit unless there are replicate observations at various settings of X. ...
- 741
0
votes
0
answers
14
views
Uncertainties when fitting an image
I know how to fit a straight line to a set of 2d points with uncertainties on both coordinates, in order to obtain estimators, goodness-of-fit, and uncertainties - see for instance Press & ...
- 378
1
vote
0
answers
64
views
Cumulative Residual Plots for GLM Goodness-of-Fit Tests
I wanted to ask about the cumulative residuals (CURE) plots for testing the goodness of fit test for negative binomial regression. CURE plot has been a standard in traffic crash frequency modeling for ...
- 31
2
votes
2
answers
72
views
Why GLM fit is different from direct fit using logistic function [closed]
I found in my data that a direct fit using the logistic function gives a different and better (R^2) fit than GLM fit using binomial distribution with logit link function. I was naively expecting the ...
- 23
0
votes
1
answer
39
views
Goodness of fit test binomial random variables without "compensation"
Let $N_{1}, N_{2}\in\mathbb{N}^{+}$ and random variables $X_{1}\sim B(N_{1},p_{1}),X_{2}\sim B(N_{2},p_{2})$ with null hypothesis $H_{0}:p_{1}=p_{1,0}, p_{2}=p_{2,0}$.
I would like to apply a GoF test ...
- 33
1
vote
1
answer
31
views
What does it mean when a CFA model improves drastically by ommiting a factor?
I am trying to fit a CFA model with four factors (say F1 with 4 indicators, F2 with 6 indicators, F3 with 3 indicators and F4 with 5 indicators) in Amos. Each indicator is computed by summation of ...
- 187
0
votes
0
answers
23
views
Moment Ratios and L Moment Ratios:
I want to know the difference between moment ratio diagrams and L moment ratio diagrams.
As I understand the moment ratio diagram serve the purpose of detecting the type of probability density ...
- 1
1
vote
0
answers
71
views
Understanding $\chi^2$ in plain language [closed]
Suppose I was trying to explain what $\chi^2$ is and why it's important to my grandma. I want to give core intuition to this formula:
$$\chi^2 = \sum_{i}\frac{(O_i-E_i)^2}{E_i}$$
I would tell her ...
- 139
0
votes
0
answers
33
views
Sample Size for Adaptive Lasso
Be gentle, I'm learning here. I have a fairly simple adaptive lasso regression that I'm trying to test for a minimum sample size. I used cross-validated mean squared error as the "score" of ...
- 1
0
votes
0
answers
37
views
How to calculate AIC of a spatial panel model in R?
This may be a better question for Stack Overflow, but I think a statistics answer may be warranted here:
I have built some spatial panel models in R using the ...
- 555
0
votes
0
answers
12
views
external internal validation and chi square
The internal test set, created from 20 percent of the train data set, consists of 'a' and 'b' labels. I take the 'a' labels from the internal test and combine them with the 'c' group of another ...
- 1
1
vote
0
answers
17
views
Poor RMSEA/Fit for Simple Poisson Regression
I am running a simple Poisson regression. $X$ = time, $Y$ = count data. This is a huge dataset with many years. There is significance between $X$ and $Y$. But model shows poor fit via high RMSEA value....
- 11