Browse
Submit Data
Databases
API
Help

Dataset Information

40 Views

0 Connections

0 Citations

0 Reanalyses

0 Downloads

Omics score: 0

Testing for goodness rather than lack of fit of continuous probability distributions.

ABSTRACT: The vast majority of testing procedures presented in the literature as goodness-of-fit tests fail to accomplish what the term is promising. Actually, a significant result of such a test indicates that the true distribution underlying the data differs substantially from the assumed model, whereas the true objective is usually to establish that the model fits the data sufficiently well. Meeting that objective requires to carry out a testing procedure for a problem in which the statement that the deviations between model and true distribution are small, plays the role of the alternative hypothesis. Testing procedures of this kind, for which the term tests for equivalence has been coined in statistical usage, are available for establishing goodness-of-fit of discrete distributions. We show how this methodology can be extended to settings where interest is in establishing goodness-of-fit of distributions of the continuous type.

SUBMITTER: Wellek S

PROVIDER: S-EPMC8432836 | biostudies-literature | 2021

REPOSITORIES: biostudies-literature

ACCESS DATA

Json Xml

Publications

Testing for goodness rather than lack of fit of continuous probability distributions.

Wellek Stefan S

PloS one 20210910 9

The vast majority of testing procedures presented in the literature as goodness-of-fit tests fail to accomplish what the term is promising. Actually, a significant result of such a test indicates that the true distribution underlying the data differs substantially from the assumed model, whereas the true objective is usually to establish that the model fits the data sufficiently well. Meeting that objective requires to carry out a testing procedure for a problem in which the statement that the d ...[more]

PMID: 34506518

Similar Datasets

Pearson's goodness-of-fit tests for sparse distributions.

Project description:Pearson's chi-squared test is widely used to test the goodness of fit between categorical data and a given discrete distribution function. When the number of sets of the categorical data, say k, is a fixed integer, Pearson's chi-squared test statistic converges in distribution to a chi-squared distribution with k-1 degrees of freedom when the sample size n goes to infinity. In real applications, the number k often changes with n and may be even much larger than n. By using the martingale techniques, we prove that Pearson's chi-squared test statistic converges to the normal under quite general conditions. We also propose a new test statistic which is more powerful than chi-squared test statistic based on our simulation study. A real application to lottery data is provided to illustrate our methodology.

| S-EPMC10062227 | biostudies-literature

Testing for goodness rather than lack of fit of an X-chromosomal SNP to the Hardy-Weinberg model.

Project description:The problem of checking the genotype distribution obtained for some diallelic marker for compatibility with the Hardy-Weinberg equilibrium (HWE) condition arises also for loci on the X chromosome. The possible genotypes depend on the sex of the individual in this case: for females, the genotype distribution is trinomial, as in the case of an autosomal locus, whereas a binomial proportion is observed for males. Like in genetic association studies with autosomal SNPs, interest is typically in establishing approximate compatibility of the observed genotype frequencies with HWE. This requires to replace traditional methods tailored for detecting lack of fit to the model with an equivalence testing procedure to be derived by treating approximate compatibility with the model as the alternative hypothesis. The test constructed here is based on an upper confidence bound and a simple to interpret combined measure of distance between true and HWE conforming genotype distributions in female and male subjects. A particular focus of the paper is on the derivation of the asymptotic distribution of the test statistic under null alternatives which is not of the usual Gaussian form. A closed sample size formula is also provided and shown to behave satisfactorily in terms of the approximation error.

| S-EPMC6383894 | biostudies-literature

Goodness-of-fit testing for meta-analysis of rare binary events.

Project description:Random-effects (RE) meta-analysis is a crucial approach for combining results from multiple independent studies that exhibit heterogeneity. Recently, two frequentist goodness-of-fit (GOF) tests were proposed to assess the fit of RE model. However, they tend to perform poorly when assessing rare binary events. Under a general binomial-normal framework, we propose a novel GOF test for the meta-analysis of rare events. Our method is based on pivotal quantities that play an important role in Bayesian model assessment. It further adopts the Cauchy combination idea proposed in a 2019 JASA paper, to combine dependent p-values computed using posterior samples from Markov Chain Monte Carlo. The advantages of our method include clear conception and interpretation, incorporation of all data including double zeros without the need for artificial correction, well-controlled Type I error, and generally improved ability in detecting model misfits compared to previous GOF methods. We illustrate the proposed method via simulation and three real data applications.

| S-EPMC10584850 | biostudies-literature

Nonparametric goodness-of-fit testing for parametric covariate models in pharmacometric analyses.

Project description:The characterization of covariate effects on model parameters is a crucial step during pharmacokinetic/pharmacodynamic analyses. Although covariate selection criteria have been studied extensively, the choice of the functional relationship between covariates and parameters, however, has received much less attention. Often, a simple particular class of covariate-to-parameter relationships (linear, exponential, etc.) is chosen ad hoc or based on domain knowledge, and a statistical evaluation is limited to the comparison of a small number of such classes. Goodness-of-fit testing against a nonparametric alternative provides a more rigorous approach to covariate model evaluation, but no such test has been proposed so far. In this manuscript, we derive and evaluate nonparametric goodness-of-fit tests for parametric covariate models, the null hypothesis, against a kernelized Tikhonov regularized alternative, transferring concepts from statistical learning to the pharmacological setting. The approach is evaluated in a simulation study on the estimation of the age-dependent maturation effect on the clearance of a monoclonal antibody. Scenarios of varying data sparsity and residual error are considered. The goodness-of-fit test correctly identified misspecified parametric models with high power for relevant scenarios. The case study provides proof-of-concept of the feasibility of the proposed approach, which is envisioned to be beneficial for applications that lack well-founded covariate models.

| S-EPMC8213422 | biostudies-literature

Goodness-of-Fit Testing for a Regression Model With a Doubly Truncated Response.

Project description:In survival analysis and epidemiology, among other fields, interval sampling is often employed. With interval sampling, the individuals undergoing the event of interest within a calendar time interval are recruited. This results in doubly truncated event times. Double truncation, which may appear with other sampling designs too, induces a selection bias, so ordinary statistical methods are generally inconsistent. In this paper, we introduce goodness-of-fit procedures for a regression model when the response variable is doubly truncated. With this purpose, a marked empirical process based on weighted residuals is constructed and its weak convergence is established. Kolmogorov-Smirnov- and Cramér-von Mises-type tests are consequently derived from such core process, and a bootstrap approximation for their practical implementation is given. The performance of the proposed tests is investigated through simulations. An application to model selection for AIDS incubation time as depending on age at infection is provided.

| S-EPMC11650116 | biostudies-literature

Goodness-of-fit test of the stratified mark-specific proportional hazards model with continuous mark.

Project description:Motivated by the need to assess HIV vaccine efficacy, previous studies proposed an extension of the discrete competing risks proportional hazards model, in which the cause of failure is replaced by a continuous mark only observed at the failure time. However the model assumptions may fail in several ways, and no diagnostic testing procedure for this situation has been proposed. A goodness-of-fit test procedure for the stratified mark-specific proportional hazards model in which the regression parameters depend nonparametrically on the mark and the baseline hazards depends nonparametrically on both time and the mark is proposed. The test statistics are constructed based on the weighted cumulative mark-specific martingale residuals. The critical values of the proposed test statistics are approximated using the Gaussian multiplier method. The performance of the proposed tests are examined extensively in simulations for a variety of the models under the null hypothesis and under different types of alternative models. An analysis of the 'Step' HIV vaccine efficacy trial using the proposed method is presented. The analysis suggests that the HIV vaccine candidate may increase susceptibility to HIV acquisition.

| S-EPMC4598956 | biostudies-literature

Testing goodness-of-fit for the proportional hazards model based on nested case-control data.

Project description:Nested case-control sampling is a popular design for large epidemiological cohort studies due to its cost effectiveness. A number of methods have been developed for the estimation of the proportional hazards model with nested case-control data; however, the evaluation of modeling assumption is less attended. In this article, we propose a class of goodness-of-fit test statistics for testing the proportional hazards assumption based on nested case-control data. The test statistics are constructed based on asymptotically mean-zero processes derived from Samuelsen's maximum pseudo-likelihood estimation method. In addition, we develop an innovative resampling scheme to approximate the asymptotic distribution of the test statistics while accounting for the dependent sampling scheme of nested case-control design. Numerical studies are conducted to evaluate the performance of our proposed approach, and an application to the Wilms' Tumor Study is given to illustrate the methodology.

| S-EPMC4276544 | biostudies-literature

Goodness-of-fit test for meta-analysis.

Project description:Meta-analysis is a very useful tool to combine information from different sources. Fixed effect and random effect models are widely used in meta-analysis. Despite their popularity, they may give us misleading results if the models don't fit the data but are blindly used. Therefore, like any statistical analysis, checking the model fitting is an important step. However, in practice, the goodness-of-fit in meta-analysis is rarely discussed. In this paper, we propose some tests to check the goodness-of-fit for the fixed and random effect models with assumption of normal distributions in meta-analysis. Through simulation study, we show that the proposed tests control type I error rate very well. To demonstrate the usefulness of the proposed tests, we also apply them to some real data sets. Our study shows that the proposed tests are useful tools in checking the goodness-of-fit of the normal models used in meta-analysis.

| S-EPMC4655309 | biostudies-other

Goodness-of-fit diagnostics for Bayesian hierarchical models.

Project description:This article proposes methodology for assessing goodness of fit in Bayesian hierarchical models. The methodology is based on comparing values of pivotal discrepancy measures (PDMs), computed using parameter values drawn from the posterior distribution, to known reference distributions. Because the resulting diagnostics can be calculated from standard output of Markov chain Monte Carlo algorithms, their computational costs are minimal. Several simulation studies are provided, each of which suggests that diagnostics based on PDMs have higher statistical power than comparable posterior-predictive diagnostic checks in detecting model departures. The proposed methodology is illustrated in a clinical application; an application to discrete data is described in supplementary material.

| S-EPMC3276744 | biostudies-literature

Goodness of fit tests for random multigraph models.

Project description:Goodness of fit tests for two probabilistic multigraph models are presented. The first model is random stub matching given fixed degrees (RSM) so that edge assignments to vertex pair sites are dependent, and the second is independent edge assignments (IEA) according to a common probability distribution. Tests are performed using goodness of fit measures between the edge multiplicity sequence of an observed multigraph, and the expected one according to a simple or composite hypothesis. Test statistics of Pearson type and of likelihood ratio type are used, and the expected values of the Pearson statistic under the different models are derived. Test performances based on simulations indicate that even for small number of edges, the null distributions of both statistics are well approximated by their asymptotic χ2-distribution. The non-null distributions of the test statistics can be well approximated by proposed adjusted χ2-distributions used for power approximations. The influence of RSM on both test statistics is substantial for small number of edges and implies a shift of their distributions towards smaller values compared to what holds true for the null distributions under IEA. Two applications on social networks are included to illustrate how the tests can guide in the analysis of social structure.

| S-EPMC10631392 | biostudies-literature

OmicsDI is part of the ELIXIR infrastructure

OmicsDI is an Elixir interoperability service. Learn more ›

Tweets

OmicsDI Databases

PRIDE
PeptideAtlas
MassIVE
JPOST Repository
Physiome Model Repository

EGA
EVA
ENA
LINCS
PAXDB
Cell Collective

MetaboLights
Metabolomics Workbench
MetabolomeExpress
GNPS
BioModels
FAIRDOMHub

ArrayExpress
dbGaP
ExpressionAtlas
GEO
NODE

Information

Databases
Help
API
Contact us
Code on GitHub
Terms of use
Submit Data