Distance-Based Estimation Methods for Models for Discrete and Mixed-Scale Data

Abstract

Pearson residuals aid the task of identifying model misspecification because they compare the estimated, using data, model with the model assumed under the null hypothesis. We present different formulations of the Pearson residual system that account for the measurement scale of the data and study their properties. We further concentrate on the case of mixed-scale data, that is, data measured in both categorical and interval scale. We study the asymptotic properties and the robustness of minimum disparity estimators obtained in the case of mixed-scale data and exemplify the performance of the methods via simulation.

Keywords

• contingency tables
• disparity
• mixed-scale data
• pearson residuals
• residual adjustment function
• robustness