Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Comparative Simulation Studies on Generalized Binomial Models

일반화 이항모형의 적합도 평가

  • Received : 20110300
  • Accepted : 20110300
  • Published : 2011.07.31
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Abstract

Comparative studies on generalized binomial models (Moon, 2003; Ng, 1989; Paul, 1985; Kupper and Haseman, 1978; Griffiths, 1973) are restrictive in that the models compared are rather limited and MSE of the estimates is the only measure considered for the model adequacy. This paper is aimed to report simulation results which provide possible guidelines for selecting a proper model. We examine Pearson type of goodness-of-fit statistic to its degrees of freedom and AIC for the overall model quality. MSE and Bias of the individual estimates are also considered as the component fit measures. Performance of some models varies widely for a certain range of the parameter space while most of the models are quite competent. Our evaluation shows that the Extended Beta-Binomial model (Prentice, 1986) turns out to be particularly favorable in the point that it provides consistently excellent fit almost all over the values of the intra-class correlation coefficient and the probability of success.

상관된 이항자료에 대한 일반화 이항모형들을 비교한 연구들은 고려한 모형과 비교기준에서 결과가 제한적이라는 측면이 있다. 이 연구는 모형선택의 가능한 지침을 제공하기 위해 모의실험을 통하여 모형별 적합도와 베르누이 시행의 성공확률 및 급내상관계수에 대한 ML추정량들을 비교하였다. 모수의 특정영역을 제외하고 포괄적 적합도나 추정량의 MSE 및 편의 등 성분적합에서는 대부분의 모형이 일정 수준의 경쟁적 관계에 있는 것으로 나타났다. 그러나 고려한 모형들 중 특히 일반화 확장베타이항모형 (Prentice, 1986)은 거의 모든 모수영역과 비교기준에 걸쳐 일관되게 양호한 수행력을 가지는 것으로 평가되었다.

Keywords

References

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