Léon L F, Tsai C L
Environmental Risk Analysis, San Mateo, CA 94402-2512, USA.
Biometrics. 1998 Sep;54(3):1165-75.
In Markov regression models with time series data, we apply asymptomatic results to obtain the quasi-score, quasi-Wald, and quasi-likelihood ratio tests for assessing model adequacy. Based on limited simulation studies, we show that these three test statistics, particularly the quasi-score test, perform reasonably well in small samples. In addition, we apply these tests to the mean-shift outlier model to examine outliers. The usefulness of these tests is demonstrated via the analysis of three practical examples.
在具有时间序列数据的马尔可夫回归模型中，我们应用渐近结果来获得用于评估模型适用性的拟得分、拟 Wald 和拟似然比检验。基于有限的模拟研究，我们表明这三个检验统计量，特别是拟得分检验，在小样本中表现相当不错。此外，我们将这些检验应用于均值漂移异常值模型以检查异常值。通过对三个实际例子的分析证明了这些检验的实用性。
