Search Results - subject:"Goodness–of–fit"

Parametric versus nonparametric goodness of fit: Another view

Läuter, Henning; Nikulin, Michail - Sonderforschungsbereich 373, Quantifikation und … - 1999

We consider chi-squared type tests for testing the hypothesis H 0 that a density f of observations X1,..., Xn lies in a parametric class of densities F. We consider a version of chi-squared type test using kernel estimates for the density. The main result is, following Liero, Läuter and Konakov...

Persistent link: https://www.econbiz.de/10010983775

Scaled and adjusted restricted tests in multi-sample analysis of moment structures

Satorra, Albert - Department of Economics and Business, Universitat … - 1999

We extend to score, Wald and difference test statistics the scaled and adjusted corrections to goodness-of-fit test …

Persistent link: https://www.econbiz.de/10005772325

A scaled difference chi-square test statistic for moment structure analysis

Satorra, Albert; Bentler, Peter M. - Department of Economics and Business, Universitat … - 1999

A family of scaling corrections aimed to improve the chi-square approximation of goodness-of-fit test statistics in … restricted one ${\cal M}_1$. If $T_0$ and $T_1$ denote the goodness-of-fit test statistics associated to ${\cal M}_0$ and ${\cal … ${\cal M}_1$. As in the case of the goodness-of-fit test, it is of interest to scale the statistic $T_d$ in order to improve …

Persistent link: https://www.econbiz.de/10005704904

International R and D Spillovers and Institutions

Hoffmaister, Alexander W.; Coe, David T.; Helpman, Elhanan - International Monetary Fund (IMF) - 2008

The empirical analysis in "International R&D Spillovers" (Coe and Helpman, 1995) is first revisited by applying modern panel cointegration estimation techniques to an expanded data set that we have constructed for the purpose of this study. The new estimates confirm the key results reported in...

Persistent link: https://www.econbiz.de/10005768791

Goodness of fit in models for mortality data

Camarda, Carlo Giovanni; Durban, Maria - Departamento de Estadistica, Universidad Carlos III de … - 2008

outcomes are evident in common Goodness-of-Fit measures. In this paper we propose a new measure that allows comparison of …

Persistent link: https://www.econbiz.de/10005249612

A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models

Podolskij, Mark; Ziggel, Daniel - School of Economics and Management, University of Aarhus - 2008

We propose a new test for the parametric form of the volatility function in continuous time diffusion models of the type dXt = a(t;Xt)dt + _(t;Xt)dWt. Our approach involves a range-based estimation of the integrated volatility and the integrated quarticity, which are used to construct the test...

Persistent link: https://www.econbiz.de/10005114121

New inference procedures for generalized Poisson distributions

Meintanis, Simos - In: Journal of Applied Statistics 35 (2008) 7, pp. 751-762

A common feature for compound Poisson and Katz distributions is that both families may be viewed as generalizations of the Poisson law. In this paper, we present a unified approach in testing the fit to any distribution belonging to either of these families. The test involves the probability...

Persistent link: https://www.econbiz.de/10005458236

An Empirical Evaluation of the Use of Fixed Cutoff Points in RMSEA Test Statistic in Structural Equation Models

Chen, Feinian; Curran, Patrick J.; Bollen, Kenneth A.; … - In: Sociological Methods & Research 36 (2008) 4, pp. 462-494

approximation (RMSEA) test statistic as a measure of goodness-of-fit in Structural Equation Models. Using simulation data, the …

Persistent link: https://www.econbiz.de/10010789651

Parameter estimation of the generalized gamma distribution

Gomes, O.; Combes, C.; Dussauchoy, A. - In: Mathematics and Computers in Simulation (MATCOM) 79 (2008) 4, pp. 955-963

This article focuses on the parameter estimation of the generalized gamma distribution. Because of many difficulties described in the literature to estimate the parameters, we propose here a new estimation method. The algorithm associated to this heuristic method is implemented in Splus. We...

Persistent link: https://www.econbiz.de/10010749529

Goodness-of-fit tests for symmetric stable distributions—Empirical characteristic function approach

Matsui, Muneya; Takemura, Akimichi - In: TEST: An Official Journal of the Spanish Society of … 17 (2008) 3, pp. 546-566

Persistent link: https://www.econbiz.de/10005004336