Abstract
A new goodness-of-fit test for the logistic regression model is proposed. It exploits the property of this model that when it is correct, i.e. not misspecified, the parameter estimates are (asymptotically) invariant under reweighting the observations by weights wi that are a function of the binary (0/1) outcomes yi. Misspecification of the model can thus be concluded when parameter estimates change under reweighting. A local test, considering weights of the form wi =(1 + Eyi) is explored. The test is especially suitable for case-control studies but may be used in other contexts as well.
Original language | English |
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Pages (from-to) | 121-130 |
Number of pages | 10 |
Journal | Statistics in Medicine |
Volume | 24 |
Issue number | 1 |
DOIs | |
Publication status | Published - Jan 15 2005 |
Externally published | Yes |
Keywords
- Case-control studies
- Goodness-of-fit test
- Logistic regression
ASJC Scopus subject areas
- Epidemiology
- Statistics and Probability