Jiawei Liu
Model Assessment Tools for a Model False World.
Tue, 10/05/2010 - 15:01 — SomNambulAuthors: Jiawei Liu, Bruce Lindsay
Subjects: Methodology
AbstractA standard goal of model evaluation and selection is to find a model that
approximates the truth well while at the same time is as parsimonious as
possible. In this paper we emphasize the point of view that the models under
consideration are almost always false, if viewed realistically, and so we
should analyze model adequacy from that point of view. We investigate this
issue in large samples by looking at a model credibility index, which is
designed to serve as a one-number summary measure of model adequacy.Building and using semiparametric tolerance regions for parametric multinomial models.
Fri, 09/04/2009 - 12:10 — SomNambulAuthors: Jiawei Liu, Bruce G. Lindsay
Subjects: Statistics
AbstractWe introduce a semiparametric ``tubular neighborhood'' of a parametric model
in the multinomial setting. It consists of all multinomial distributions lying
in a distance-based neighborhood of the parametric model of interest. Fitting
such a tubular model allows one to use a parametric model while treating it as
an approximation to the true distribution. In this paper, the Kullback--Leibler
distance is used to build the tubular region. Based on this idea one can define
the distance between the true multinomial distribution and the parametric model
to be the index of fit.
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