Goodness of Fit Tests for Survey Data

Author(s):  
Edward J. Bedrick
2009 ◽  
Vol 67 (1) ◽  
pp. 145-154 ◽  
Author(s):  
Matthew J. S. Windle ◽  
George A. Rose ◽  
Rodolphe Devillers ◽  
Marie-Josée Fortin

Abstract Windle, M. J. S., Rose, G. A., Devillers, R., and Fortin, M-J. 2010. Exploring spatial non-stationarity of fisheries survey data using geographically weighted regression (GWR): an example from the Northwest Atlantic. – ICES Journal of Marine Science, 67: 145–154. Analyses of fisheries data have traditionally been performed under the implicit assumption that ecological relationships do not vary within management areas (i.e. assuming spatially stationary processes). We question this assumption using a local modelling technique, geographically weighted regression (GWR), not previously used in fisheries analyses. Outputs of GWR are compared with those of global logistic regression and generalized additive models (GAMs) in predicting the distribution of northern cod off Newfoundland, Canada, based on environmental (temperature and distance from shore) and biological factors (snow crab and northern shrimp) from 2001. Results from the GWR models explained significantly more variability than the global logistic and GAM regressions, as shown by goodness-of-fit tests and a reduction in the spatial autocorrelation of model residuals. GWR results revealed spatial regions in the relationships between cod and explanatory variables and that the significance and direction of these relationships varied locally. A k-means cluster analysis based on GWR t-values was used to delineate distinct zones of species–environment relationships. The advantages and limitations of GWR are discussed in terms of potential application to fisheries ecology.


2019 ◽  
Vol 47 (3) ◽  
pp. 409-425
Author(s):  
Sharon L. Lohr ◽  
Minsun K. Riddles ◽  
J. Michael Brick

Author(s):  
Rafael Wildauer ◽  
Jakob Kapeller

Taking survey data of household wealth as our major example, this short article discusses some of the issues applied researchers are facing when fitting (Type I) Pareto distributions to complex survey data. The contribution of this article is threefold. First, we show how the ordering of the data vector is related to alternative definitions of the empirical CCDF. Second, we provide an intuitive reinterpretation of the bias-corrected estimator developed by Gabaix and Ibragimov (2011), in terms of the alternative definitions of the empirical CCDF, which allows us to generalize their result to the case of complex survey data. Third, we provide computational formulas for standard Kolmogorov-Smirnov (KS) and Cramer-von Mises (CvM) goodness- of-fit tests for complex survey data. Taken together the article provides a concise and hopefully useful presentation of the fundamentals of Pareto tail- fitting with complex survey data.


2017 ◽  
Vol 6 (3) ◽  
pp. 43
Author(s):  
Nikolai Kolev ◽  
Jayme Pinto

The dependence structure between 756 prices for futures on crude oil and natural gas traded on NYMEX is analyzed  using  a combination of novel time-series and copula tools.  We model the log-returns on each commodity individually by Generalized Autoregressive Score models and account for dependence between them by fitting various copulas to corresponding  error terms. Our basic assumption is that the dependence structure may vary over time, but the ratio between the joint distribution of error terms and the product of marginal distributions (e.g., Sibuya's dependence function) remains the same, being time-invariant.  By performing conventional goodness-of-fit tests, we select the best copula, being member of the currently  introduced class of  Sibuya-type copulas.


Econometrics ◽  
2021 ◽  
Vol 9 (1) ◽  
pp. 10
Author(s):  
Šárka Hudecová ◽  
Marie Hušková ◽  
Simos G. Meintanis

This article considers goodness-of-fit tests for bivariate INAR and bivariate Poisson autoregression models. The test statistics are based on an L2-type distance between two estimators of the probability generating function of the observations: one being entirely nonparametric and the second one being semiparametric computed under the corresponding null hypothesis. The asymptotic distribution of the proposed tests statistics both under the null hypotheses as well as under alternatives is derived and consistency is proved. The case of testing bivariate generalized Poisson autoregression and extension of the methods to dimension higher than two are also discussed. The finite-sample performance of a parametric bootstrap version of the tests is illustrated via a series of Monte Carlo experiments. The article concludes with applications on real data sets and discussion.


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