Using Parametric and Residual-based Bootstrap to Assess the Absolute Goodness-of-fit for State Space Model
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Issue Date
2013-05-31Author
Gu, Fei
Publisher
University of Kansas
Format
35 pages
Type
Dissertation
Degree Level
Ph.D.
Discipline
Psychology & Research in Education
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This item is protected by copyright and unless otherwise specified the copyright of this thesis/dissertation is held by the author.
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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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