Re: goodness of fit test for data over time
- From: "jl" <jldlots@xxxxxxxxx>
- Date: 10 Jul 2006 15:47:59 -0700
Also, are the Kolgomorov-Smirnov test and the chi-square test
applicable in this situation, considering that (1) my curves are not
probability distributions and (2) the data points are not independent,
but related to each other over time.
Thanks.
jl wrote:
I have a set of measurements taken over a period of time, {(x1,
t1),...,(xn, tn)} where xi was the measurement at time ti and the ti
are evenly spaced times. There is clearly some trend in the data, say
it is parabolic, decreasing at earlier ti and increasing at later ti.
So I fit some polynomials to this data, say a quadratic f1(t), and then
a quartic f2(t).
I would like a goodness of fit test that will spit out a test statistic
that will allow me to test the hypothesis that the data set {(x1,
t1),...,(xn, tn)} follows the curve f1.
Ultimately the goal would be to use the test statistic to tell me
whether f1 is a better fit than f2.
Can anyone direct me to such a method for comparing fitted curves (in
general and not just for this specific case)?
Thanks,
JL
.
- Follow-Ups:
- Re: goodness of fit test for data over time
- From: Richard Ulrich
- Re: goodness of fit test for data over time
- References:
- Prev by Date: goodness of fit test for data over time
- Next by Date: Re: version of Golub Chan LeVeque stable algorithm for sample variance applicable to weighted observations
- Previous by thread: goodness of fit test for data over time
- Next by thread: Re: goodness of fit test for data over time
- Index(es):
Relevant Pages
|