Measures of relative model fit

被引：15

作者：

Agresti, A ^{[1
]}

Caffo, B ^{[1
]}

机构：

[1] Univ Florida, Dept Stat, Gainesville, FL 32611 USA

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2002年 / 39卷 / 02期

基金：

美国国家科学基金会; 美国国家卫生研究院;

关键词：

AIC; deviance; discrete data; dissimilarity; likelihood function; non-nested models;

D O I：

10.1016/S0167-9473(01)00054-8

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Most software for statistical model fitting reports the value of the maximized log likelihood function, but the numerical value is difficult to interpret because of its log scale, its dependence on the sample size, and the possible omission of constants. A sample-size-scaled version of the likelihood function summarizes the model fit. A related index uses the mean of the contributions to the likelihood function. The ratio or difference of either index for two models is a summary measure of relative model fit. We discuss these measures and briefly consider interval estimation for them. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：127 / 136

页数：10

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