Type of Document Master's Thesis Author Xiao, Yan Author's Email Address yxiao2@student.gsu.edu URN etd-11282007-161143 Title EVALUATING VARIANCE OF THE MODEL CREDIBILITY INDEX Degree Master of Science Department Mathematics and Statistics Advisory Committee
Advisor Name Title Jiawei Liu Committee Co-Chair Yu-Sheng Hsu Committee Co-Chair Yichuan Zhao Committee Member Keywords
- Consistency of the estimation
- Bootstrap resampling
- Model credibility index
- Goodness-of-fit test
Date of Defense 2007-11-19 Availability unrestricted Abstract Model credibility index is defined to be a sample size under which the power of rejection equals 0.5. It applies goodness-of-fit testing thinking and uses a one-number summary statistic as an assessment tool in a false model world. The estimation of the model credibility index involves a bootstrap resampling technique. To assess the consistency of the estimator of model credibility index, we instead study the variance of the power achieved at a fixed sample size. An improved subsampling method is proposed to obtain an unbiased estimator of the variance of power. We present two examples to interpret the mechanics of building model credibility index and estimate its error in model selection. One example is two-way independent model by Pearson Chi-square test, and another example is multi-dimensional logistic regression model using likelihood ratio test.Files
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