Goodness-of-Fit Tests in Two-State Processes
两状态过程的拟合优度检验
Binary data in which successive outcomes may be dependent frequently arise in a medical and social sciences context. A simple model for such data is a homogeneous 2-state Markov chain. Under this model one would usually treat the first observation in each sequence, Y1, as fixed. In the case of panel data this may constitute a substantial loss of information. In this paper we propose goodness-of-fit tests for the 2-state Markov model under several likely alternative…