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On the Partitioning of Goodness-of-Fit Statistics for Multivariate Categorical Response Models

 

作者: JosephB. Lang,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1996)
卷期: Volume 91, issue 435  

页码: 1017-1023

 

ISSN:0162-1459

 

年代: 1996

 

DOI:10.1080/01621459.1996.10476972

 

出版商: Taylor & Francis Group

 

关键词: Asymptotic independence;Constraint equation;Generalized log-linear model;Independent hypotheses;Separable hypotheses;Simultaneous model

 

数据来源: Taylor

 

摘要:

Numerical and asymptotic stochastic partitioning of goodness-of-fit statistics are considered for a broad class of simultaneous multivariate categorical response models. These simultaneous models impose constraints on the joint and marginal distributions of categorical response variables. Under certain conditions, the tenability of the corresponding simultaneous hypothesis can be assessed by separately testing the two subhypotheses: one regarding the joint distributions and the other regarding the marginal distributions. Specifically, easily verifiable sufficient conditions are introduced that allow us to partition the overall goodness-of-fit statistic into two interesting goodness-of-fit statistics: one for testing whether the joint distribution model holds and the other for testing whether the marginal distribution model holds. Moreover, it is proven that when the sufficient conditions hold and the simultaneous hypothesis is true, the two component goodness-of-fit statistics are asymptotically independent. These results are illustrated through several examples.

 

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