An Improved Goodness of Fit Statistic for Probability Prediction Models

We consider the general case of probability prediction models having two or more outcomes and propose an adjusted χ2 statistic which can be used to assess the goodness of fit of these models. We present a simulation study to show that our proposed statistic has an approximate χ2 distribution under t...

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Veröffentlicht in:	Biometrical journal 1999-03, Vol.41 (1), p.71-82
Hauptverfasser:	Pigeon, Joseph G., Heyse, Joseph F.
Format:	Artikel
Sprache:	eng
Schlagworte:	Exact sciences and technology Goodness of fit Inference from stochastic processes time series analysis Linear inference, regression Logistic regression Mathematics Polychotomous regression Probability and statistics Probability prediction models Probability theory and stochastic processes Sciences and techniques of general use Statistics Stochastic processes
Online-Zugang:	Volltext
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