Tuesday, April 3, 2007

Goodness-of-fit evaluation

I have read some text on statistics to look for the most appropriate method for my case study data analysis. In this post, I am going to summarizes what I have learned on the goodness-of-fit analysis.

1. Student t-test
T-test can be used to test whether two samples are significantly different. If you want to test whether there is a significant difference between means of two samples, you can apply t-test.

2. Paired t-test
In the t-test, if two observations can be naturally paired together, you can use paired t-test. Note that paired t-test is one-tailed analysis. Some people also call it dependent t-test.

3. Chi-Square Goodness-of-fit test
The chi-square goodness-of-fit test can evaluate the discrepancy between the actual values and expected values. Note that the values can not be continuous real numbers but frequencies of events.

4. F-Test
The f-test can also be used for goodness-of-fit test. Given two models, you can use f-test to check whether one fits with the other.

In my analysis, I have chosen chi-square goodness-of-fit test. It is questionable because the episode number is not a frequency value.

The paired t-test seems right for my data analysis, which validate the video analysis results against Zorro's inference results, but t-test can not measure how close two data sets are.

Christian D. Schunn and Dieter Wallach survey the goodness-of-fit analysis methods. They said that there is no formal standard for goodness-of-fit evaluation.

"
Unfortunately, there are no formal standards for how to evaluate the quantitative goodness-of-fit of models to data, either visually or numerically."

In the end, they recommended the combination of r-square and root mean squared deviation.



1 comment:

Philip Johnson said...

I highly recommend that, in addition to reading books (which is commendable), that you also seek advice from an expert in statistics (Will Gersch would qualify). "Goodness of fit" can be interpreted in a lot of different ways, not all of which apply to your particular research question.