STATISTICS SEMINAR – Feb. 27
Join Dr. Mahmoud Torabi from the University of Manitoba for his talk on Thursday, February 27th about “A Unified Approach to Goodness-of-Fit Tests in Linear Mixed Models”.
We develop a method originally proposed by R. A. Fisher into a general procedure, called tailoring, for deriving goodness-of-fit tests that are guaranteed to have a chi-square asymptotic null distribution. Furthermore, the method has a robustness feature that it works correctly in testing a certain aspect of the model while some other aspect of the model may be misspecified. We apply the method to small area estimation (SAE) for detecting potential model misspecification. A test is proposed using the tailoring method that incorporates the special interest of SAE. We evaluate performance of the tests both theoretically and empirically, and compare the performance with several existing methods. Our empirical results suggest that the proposed test is more accurate in size, and has either higher or similar power compared to the existing tests. A real data application is considered.
This is a joint work with Jiming Jiang (University of California, Davis).
DATE: Thursday, February 27th, 2020
WHERE: 111 Armes Building