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Main Authors: Pereira, Gustavo H. A., Cai, Jianwen
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2403.13544
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author Pereira, Gustavo H. A.
Cai, Jianwen
author_facet Pereira, Gustavo H. A.
Cai, Jianwen
contents Regression models for compositional data are common in several areas of knowledge. As in other classes of regression models, it is desirable to perform diagnostic analysis in these models using residuals that are approximately standard normally distributed. However, for regression models for compositional data, there has not been any multivariate residual that meets this requirement. In this work, we introduce a class of asymptotically standard normally distributed residuals for compositional data based on bootstrap. Monte Carlo simulation studies indicate that the distributions of the residuals of this class are well approximated by the standard normal distribution in small samples. An application to simulated data also suggests that one of the residuals of the proposed class is better to identify model misspecification than its competitors. Finally, the usefulness of the best residual of the proposed class is illustrated through an application on sleep stages. The class of residuals proposed here can also be used in other classes of multivariate regression models.
format Preprint
id arxiv_https___arxiv_org_abs_2403_13544
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A class of bootstrap based residuals for compositional data
Pereira, Gustavo H. A.
Cai, Jianwen
Methodology
Computation
Regression models for compositional data are common in several areas of knowledge. As in other classes of regression models, it is desirable to perform diagnostic analysis in these models using residuals that are approximately standard normally distributed. However, for regression models for compositional data, there has not been any multivariate residual that meets this requirement. In this work, we introduce a class of asymptotically standard normally distributed residuals for compositional data based on bootstrap. Monte Carlo simulation studies indicate that the distributions of the residuals of this class are well approximated by the standard normal distribution in small samples. An application to simulated data also suggests that one of the residuals of the proposed class is better to identify model misspecification than its competitors. Finally, the usefulness of the best residual of the proposed class is illustrated through an application on sleep stages. The class of residuals proposed here can also be used in other classes of multivariate regression models.
title A class of bootstrap based residuals for compositional data
topic Methodology
Computation
url https://arxiv.org/abs/2403.13544