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MathGroup Archive 2005

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Re: runs test for evaluation of model fit

  • To: mathgroup at smc.vnet.net
  • Subject: [mg57240] Re: runs test for evaluation of model fit
  • From: "Ray Koopman" <koopman at sfu.ca>
  • Date: Sat, 21 May 2005 02:41:02 -0400 (EDT)
  • References: <d6k8ia$q2$1@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

Csukas Attila wrote:
> Dear Everybody,
>
> I am facing to a new problem and if it is possible would like
> to ask some help from experts as you are.
> I have observed values (second in the brackets) for three ids
> (first in the brackets) and also have predicted values (third
> in the brackets) estimated by a model. I would like to use runs
> test to prove that the model fitted well, that is there is no
> significant difference between observed and predicted values
> for each id.
>
> Does anybody know how can it be done? Any help is appreciated!
> Thanks in advance!
>
> Out[10] = {{id,obs,pred},
> {2,116.9,116.486}, {2,122.1,122.073}, {2,126.1,127.074},
> {2,131.1,131.598}, {2,137.1,135.899}, {2,141.1,140.88 },
> {2,148.3,149.053}, {2,161.2,160.338}, {2,165.9,166.697},
> {2,167.8,168.316}, {2,168. ,168.617}, {2,170.1,168.67 },
> {4,120.8,121.477}, {4,128.2,127.612}, {4,134.5,133.438},
> {4,138.9,139.369}, {4,145.2,146.045}, {4,153.7,154.016},
> {4,163.7,162.616}, {4,170.1,169.62 }, {4,172.1,173.697},
> {4,174.4,175.536}, {4,177.3,176.255}, {4,177.3,176.518},
> {7,111.8,110.578}, {7,115.5,116.887}, {7,122.1,122.456},
> {7,126.8,127.377}, {7,132.4,131.743}, {7,136.4,135.698},
> {7,139.1,139.616}, {7,145.3,144.669}, {7,152.1,152.685},
> {7,161. ,160.428}, {7,163.2,163.488}, {7,164.1,164.176}}
>
> One of the mathgroup contributors had comments on Wald-Wolfowitz
> test but I have difficulties with the application for the above
> data. [...]

Me too. Runs of *what* ?


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