Date of Award

11-30-2007

Degree Type

Thesis

Degree Name

Master of Science (MS)

Department

Mathematics and Statistics

First Advisor

Yu-Sheng Hsu - Co-Chair

Second Advisor

Jiawei Liu - Co-Chair

Third Advisor

Yichuan Zhao

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.

Included in

Mathematics Commons

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