Goodness-of-Fit Tests for the Ordinal Response Models with Misspecified Links

- Journal title : Communications for Statistical Applications and Methods
- Volume 16, Issue 4, 2009, pp.697-705
- Publisher : The Korean Statistical Society
- DOI : 10.5351/CKSS.2009.16.4.697

Title & Authors

Goodness-of-Fit Tests for the Ordinal Response Models with Misspecified Links

Jeong, Kwang-Mo; Lee, Hyun-Yung;

Jeong, Kwang-Mo; Lee, Hyun-Yung;

Abstract

The Pearson chi-squared statistic or the deviance statistic is widely used in assessing the goodness-of-fit of the generalized linear models. But these statistics are not proper in the situation of continuous explanatory variables which results in the sparseness of cell frequencies. We propose a goodness-of-fit test statistic for the cumulative logit models with ordinal responses. We consider the grouping of a dataset based on the ordinal scores obtained by fitting the assumed model. We propose the Pearson chi-squared type test statistic, which is obtained from the cross-classified table formed by the subgroups of ordinal scores and the response categories. Because the limiting distribution of the chi-squared type statistic is intractable we suggest the parametric bootstrap testing procedure to approximate the distribution of the proposed test statistic.

Keywords

Ordinal response;proportional odds model;goodness-of-fit;generalized link;ordinal scores;bootstrap;

Language

English

Cited by

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