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Using Parametric and Residual-based Bootstrap to Assess the Absolute Goodness-of-fit for State Space Model
Gu, Fei
Gu, Fei
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Abstract
In this work, two types of bootstrap methods are used to evaluate the absolute goodness-of-fit for the linear state space model. The first bootstrap is called parametric bootstrap, and the second one is called the residual-based bootstrap. The results from the two bootstrap methods are similar, but both bootstrap methods failed to detect the model misspecification introduced for the state space model considered.
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Date
2013-05-31
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University of Kansas
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Keywords
Quantitative psychology, Psychometrics