Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Goodness of Link Tests for Binary Response Data

  • Yeo, In-Kwon (Department of Control and Instrumentation Engineering, Kangwon National University)
  • Published : 2001.08.01
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Abstract

The present paper develops a method to check the propriety of link functions for binary data. In order to parameterize a certain type of goodness of the link, a family of link functions indexed by a shape parameter is proposed. I first investigate the maximum likelihood estimation of the shape parameter as well as regression parameters and then derive their large sample behaviors of the estimators. A score test is considered to evaluate the goodness of the current link function. For illustration, I employ two families of power transformations, the modulus transformation by John and Draper (1980) and the extended power transformation by Yeo and Johnson (2000), which are appropriate to detect symmetric and asymmetric inadequacy of the selected link function. respectively.

Keywords

References

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