2011 Fiscal Year Final Research Report
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 |
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| Section | 一般 |
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| Research Field |
General mathematics (including Probability theory/Statistical mathematics)
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| Research Institution | Kagoshima University |
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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)
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| Project Period (FY) |
2008 – 2011
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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 |
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| 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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