Assessment of model adequacy for Markov regression time series models. 1998

L F Léon, and C L Tsai
Environmental Risk Analysis, San Mateo, CA 94402-2512, USA.

In Markov regression models with time series data, we apply asymptomatic results to obtain the quasi-score, quasi-Wald, and quasi-likelihood ratio tests for assessing model adequacy. Based on limited simulation studies, we show that these three test statistics, particularly the quasi-score test, perform reasonably well in small samples. In addition, we apply these tests to the mean-shift outlier model to examine outliers. The usefulness of these tests is demonstrated via the analysis of three practical examples.

UI MeSH Term Description Entries
D008390 Markov Chains A stochastic process such that the conditional probability distribution for a state at any future instant, given the present state, is unaffected by any additional knowledge of the past history of the system. Markov Process,Markov Chain,Chain, Markov,Chains, Markov,Markov Processes,Process, Markov,Processes, Markov
D008423 Maternal Age The age of the mother in PREGNANCY. Age, Maternal,Ages, Maternal,Maternal Ages
D009435 Synaptic Transmission The communication from a NEURON to a target (neuron, muscle, or secretory cell) across a SYNAPSE. In chemical synaptic transmission, the presynaptic neuron releases a NEUROTRANSMITTER that diffuses across the synaptic cleft and binds to specific synaptic receptors, activating them. The activated receptors modulate specific ion channels and/or second-messenger systems in the postsynaptic cell. In electrical synaptic transmission, electrical signals are communicated as an ionic current flow across ELECTRICAL SYNAPSES. Neural Transmission,Neurotransmission,Transmission, Neural,Transmission, Synaptic
D011247 Pregnancy The status during which female mammals carry their developing young (EMBRYOS or FETUSES) in utero before birth, beginning from FERTILIZATION to BIRTH. Gestation,Pregnancies
D012044 Regression Analysis Procedures for finding the mathematical function which best describes the relationship between a dependent variable and one or more independent variables. In linear regression (see LINEAR MODELS) the relationship is constrained to be a straight line and LEAST-SQUARES ANALYSIS is used to determine the best fit. In logistic regression (see LOGISTIC MODELS) the dependent variable is qualitative rather than continuously variable and LIKELIHOOD FUNCTIONS are used to find the best relationship. In multiple regression, the dependent variable is considered to depend on more than a single independent variable. Regression Diagnostics,Statistical Regression,Analysis, Regression,Analyses, Regression,Diagnostics, Regression,Regression Analyses,Regression, Statistical,Regressions, Statistical,Statistical Regressions
D001723 Birth Rate The number of births in a given population per year or other unit of time. Natality,Age-Specific Birth Rate,Age-Specific Fertility Rate,Fertility Rate,Age Specific Birth Rate,Age Specific Fertility Rate,Age-Specific Birth Rates,Age-Specific Fertility Rates,Birth Rate, Age-Specific,Birth Rates,Fertility Rate, Age-Specific,Fertility Rates,Natalities,Rate, Age-Specific Fertility,Rate, Birth,Rate, Fertility
D002140 California State bounded on the east by Nevada and Arizona, on the south by Mexico and the Pacific Ocean on the south and west, and on the north by Oregon.
D005260 Female Females
D006258 Head and Neck Neoplasms Soft tissue tumors or cancer arising from the mucosal surfaces of the LIP; oral cavity; PHARYNX; LARYNX; and cervical esophagus. Other sites included are the NOSE and PARANASAL SINUSES; SALIVARY GLANDS; THYROID GLAND and PARATHYROID GLANDS; and MELANOMA and non-melanoma skin cancers of the head and neck. (from Holland et al., Cancer Medicine, 4th ed, p1651) Cancer of Head and Neck,Head Cancer,Head Neoplasm,Head and Neck Cancer,Head and Neck Neoplasm,Neck Cancer,Neck Neoplasm,Neck Neoplasms,Neoplasms, Upper Aerodigestive Tract,UADT Neoplasm,Upper Aerodigestive Tract Neoplasm,Upper Aerodigestive Tract Neoplasms,Cancer of Head,Cancer of Neck,Cancer of the Head,Cancer of the Head and Neck,Cancer of the Neck,Head Neoplasms,Head, Neck Neoplasms,Neoplasms, Head,Neoplasms, Head and Neck,Neoplasms, Neck,UADT Neoplasms,Cancer, Head,Cancer, Neck,Cancers, Head,Cancers, Neck,Head Cancers,Neck Cancers,Neoplasm, Head,Neoplasm, Neck,Neoplasm, UADT,Neoplasms, UADT
D006801 Humans Members of the species Homo sapiens. Homo sapiens,Man (Taxonomy),Human,Man, Modern,Modern Man

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