Artigo
Goodness-of-fit tests for modified multinomial logit models
Registro en:
CIRILLO, M. A.; RAMOS, P. de S. Goodness-of-fit tests for modified multinomial logit models. Chilean Journal of Statistics, [S.l.], v. 5, n. 1, p. 73-85, Apr. 2014.
Autor
Cirillo, Marcelo Angelo
Ramos, Patrícia de Siqueira
Institución
Resumen
Since the performance of Pearson’s χ
2 and deviance tests typically used to evaluate
goodness of fit of multinomial models depends on sample size and number of categories,
the resulting p-values may become distorted. Having that fact as a basis, this article
explored a modification in the construction of the above cited tests by replacing the
estimates of maximum likelihood with the introduction of a posterior mean. The performance of the modified tests was evaluated in comparison with the results of conventional
tests obtained by Monte Carlo simulation using original specifications. Due to the conservative results, we concluded that the modification made by the inclusion of prior
information Beta(5, 5) in building the deviance test resulted in a promising test with
satisfactory power values. The results of the modified Pearson’s χ
2
test showed that,
for some evaluated cases, the type I error values were not consistent with the specified
nominal level, suggesting that the conventional form of this test is more appropriate to
assess multinomial logit models goodness-of-fit.