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Goodness of link tests for binary response data

Authors
여인권
Issue Date
Aug-2001
Publisher
한국통계학회
Keywords
Fisher information matrix; Power transformation; Score test
Citation
한국통계학회 논문집 (Communications for Statistical Applications and Methods), v.8, no.2, pp 357 - 366
Pages
10
Journal Title
한국통계학회 논문집 (Communications for Statistical Applications and Methods)
Volume
8
Number
2
Start Page
357
End Page
366
URI
https://scholarworks.sookmyung.ac.kr/handle/2020.sw.sookmyung/149663
ISSN
2287-7843
2383-4757
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.
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