Improvement of inference for generalized linear model with binary response.
Project/Area Number |
20540124
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Research Category |
Grant-in-Aid for Scientific Research (C)
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Allocation Type | Single-year Grants |
Section | 一般 |
Research Field |
General mathematics (including Probability theory/Statistical mathematics)
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Research Institution | Kagoshima University |
Principal Investigator |
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Co-Investigator(Renkei-kenkyūsha) |
SEKIYA Yuri 北海道教育大学, 教育学部・釧路校, 教授 (10226665)
|
Project Period (FY) |
2008 – 2011
|
Project Status |
Completed (Fiscal Year 2011)
|
Budget Amount *help |
¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Fiscal Year 2011: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2010: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2009: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2008: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
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Keywords | 二項反応 / 一般線型モデル / リンク関数 / エッジワース展開 / デビアンス / φ-ダイバージェンス適合度検定統計量 / 漸近展開 / 改良変換統計量 / 検出力 / バートレット修正 / 変換統計量 / φ-ダイバージェンス統計量 / 一般型リンク関数 / エッジワース展開デビアンス / 一般線形モデル / ロジスティック回帰 / コーシー分布 / ロジットリンク / ロジスティック回帰分析 / バー分布族 |
Research Abstract |
We improved the inference for generalized linear model with binary response from two kinds of view point. On the one hand, we constructed family of parametric link functions by extending family of a link function proposed by Aranda-Ordaz. By the family of links, we can choose a model that can be fitted various data. One the other hand, we constructed an improved transformed statistic which is based on an approximation of goodness-of-fit test statistic by using Edgeworth expansion. Though the power of the test based on the transformed statistic is not so different from that of original statistic, the transformed statistic improves the speed of convergence to chi-square distribution very well.
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Report
(6 results)
Research Products
(33 results)