Vicuña Torres de Paula, Laura, de Lara, Idemauro Antonio Rodrigues, Taconeli, Cesar Auguto, Reigada, Carolina and de Andrade Moral, Rafael (2025) Gradient test to assess homogeneity of probabilities in discrete-time transition models with application in agricultural science data. Journal of Applied Statistics, 52 (11). pp. 2172-2190. ISSN 0266-4763
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Abstract
Longitudinal studies in discrete or continuous time involving categorical data are common in agricultural sciences. Transition models
can be used as a means to analyse the resulting data, especially
when the aim is to describe category changes over time, as well as to
accommodate covariates due to experimental design. Here we focus
on discrete-time models, for which it is critical to assess whether the
underlying process is stationary or not. Tests based on likelihood
procedures are very useful, and here we propose the Gradient test
to assess stationary, or homogeneity of transition probabilities. We
carried out simulation studies to evaluate the performance of the
proposed test, which indicated a good performance regarding type-I
error and power when compared to other classical tests available in
the literature. As motivation we present two studies with agricultural
data, the first one applied to entomology with nominal responses
and the second application refers to the degree of injury in pigs.
Using our proposed test, stationarity and non-stationarity were verified respectively in the applications. Since the gradient test to assess
stationarity has a simplified structure when compared to other tests,
it is therefore a useful alternative when carrying out inference in
these types of models.
| Item Type: | Article |
|---|---|
| Keywords: | Longitudinal categorical data; maximum likelihood estimation; stochastic processes; simulation studies; biological control; |
| Academic Unit: | Faculty of Science and Engineering > Mathematics and Statistics |
| Item ID: | 21306 |
| Identification Number: | 10.1080/02664763.2025.2457008 |
| Depositing User: | Rafael de Andrade Moral |
| Date Deposited: | 12 Mar 2026 13:44 |
| Journal or Publication Title: | Journal of Applied Statistics |
| Publisher: | Taylor & Francis |
| Refereed: | Yes |
| Related URLs: | |
| Use Licence: | This item is available under a Creative Commons Attribution Non Commercial Share Alike Licence (CC BY-NC-SA). Details of this licence are available here |
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