Advanced search
Publication Cover
Journal of the American Statistical Association Volume 107, 2012 - Issue 497
Submit an article Journal homepage
981
Views
24
CrossRef citations to date
0
Altmetric
Theory and Methods

Information Ratio Test for Model Misspecification in Quasi-Likelihood Inference

Qian M. Zhou Department of Biostatistics, Harvard School of Public Health, Boston, MA, 02115
,
Peter X.-K. Song Department of Biostatistics, University of Michigan, Ann Arbor, MI, 48109-2029
&
Mary E. Thompson Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Ontario, Canada, N2L 3G1
Pages 205-213 | Received 01 Jan 2011, Published online: 11 Jun 2012

Citations (24)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (5)

Shanshan Song, Yuanyuan Lin & Yong Zhou. (2023) A General M-estimation Theory in Semi-Supervised Framework. Journal of the American Statistical Association 0:0, pages 1-11.
Read now
Artem Prokhorov, Ulf Schepsmeier & Yajing Zhu. (2019) Generalized information matrix tests for copulas. Econometric Reviews 38:9, pages 1024-1054.
Read now
Shulin Zhang, Qian M. Zhou, Dongming Zhu & Peter X.-K. Song. (2019) Goodness-of-Fit Test in Multivariate Jump Diffusion Models. Journal of Business & Economic Statistics 37:2, pages 275-287.
Read now
Ulf Schepsmeier. (2019) A goodness-of-fit test for regular vine copula models. Econometric Reviews 38:1, pages 25-46.
Read now
Jiamao Zhang & Jianwen Xu. (2018) A model selection method based on the adaptive LASSO-penalized GEE and weighted Gaussian pseudo-likelihood BIC in longitudinal robust analysis. Communications in Statistics - Theory and Methods 47:23, pages 5779-5794.
Read now

Articles from other publishers (19)

Tao Sun, Yu Cheng & Ying Ding. (2022) An information ratio‐based goodness‐of‐fit test for copula models on censored data. Biometrics.
Crossref
Xiaobin Liu, Yong Li, Jun Yu & Tao Zeng. (2022) Posterior-based Wald-type statistics for hypothesis testing. Journal of Econometrics 230:1, pages 83-113.
Crossref
Ying Ding & Tao Sun. 2022. Emerging Topics in Modeling Interval-Censored Survival Data. Emerging Topics in Modeling Interval-Censored Survival Data 141 165 .
Shulin Zhang, Qian M. Zhou & Huazhen Lin. (2020) Goodness-of-fit test of copula functions for semi-parametric univariate time series models. Statistical Papers 62:4, pages 1697-1721.
Crossref
Jing Huang, Yang Ning, Nancy Reid & Yong Chen. (2020) On specification tests for composite likelihood inference. Biometrika 107:4, pages 907-917.
Crossref
Debraj Das & S N Lahiri. (2019) Distributional consistency of the lasso by perturbation bootstrap. Biometrika 106:4, pages 957-964.
Crossref
Debraj Das, Karl Gregory & S. N. Lahiri. (2019) Perturbation bootstrap in adaptive Lasso. The Annals of Statistics 47:4.
Crossref
Yong Li, Jun Yu & Tao Zeng. (2018) Specification tests based on MCMC output. Journal of Econometrics 207:1, pages 237-260.
Crossref
Zhen Li & Yingqi Liu. (2018) An Analysis of R&D Competence and Development Trend of China’s New Energy Vehicle Industry. An Analysis of R&D Competence and Development Trend of China’s New Energy Vehicle Industry.
Nina Breinegaard, Sophia Rabe-Hesketh & Anders Skrondal. (2018) Pairwise residuals and diagnostic tests for misspecified dependence structures in models for binary longitudinal data. Statistics in Medicine 37:3, pages 343-356.
Crossref
Yongchan Kwon, Young-Geun Choi, Taesung Park, Andreas Ziegler & Myunghee Cho Paik. (2017) Generalized estimating equations with stabilized working correlation structure. Computational Statistics & Data Analysis 106, pages 1-11.
Crossref
Richard Golden, Steven Henley, Halbert White & T. Kashner. (2016) Generalized Information Matrix Tests for Detecting Model Misspecification. Econometrics 4:4, pages 46.
Crossref
Kjersti Aas. (2016) Pair-Copula Constructions for Financial Applications: A Review. Econometrics 4:4, pages 43.
Crossref
Shulin Zhang, Ostap Okhrin, Qian M. Zhou & Peter X.-K. Song. (2016) Goodness-of-fit test for specification of semiparametric copula dependence models. Journal of Econometrics 193:1, pages 215-233.
Crossref
Qian M. Zhou, Peter X.-K. SongMary E. Thompson. (2015) Profiling heteroscedasticity in linear regression models. Canadian Journal of Statistics 43:3, pages 358-377.
Crossref
Ulf Schepsmeier. (2015) Efficient information based goodness-of-fit tests for vine copula models with fixed margins: A comprehensive review. Journal of Multivariate Analysis 138, pages 34-52.
Crossref
Jianwen Xu & You-Gan Wang. (2014) Intra-cluster correlation structure in longitudinal data analysis: Selection criteria and misspecification tests. Computational Statistics & Data Analysis 80, pages 70-77.
Crossref
Philip M. Westgate. (2014) Improving the correlation structure selection approach for generalized estimating equations and balanced longitudinal data. Statistics in Medicine 33:13, pages 2222-2237.
Crossref
Shulin Zhang, Peter X.-K. Song, Daimin Shi & Qian M. Zhou. (2012) Information ratio test for model misspecification on parametric structures in stochastic diffusion models. Computational Statistics & Data Analysis 56:12, pages 3975-3987.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.