Testing goodness-of-fit of the logistic regression model in case-control studies using sample reweighting

Nico Nagelkerke; Jeroen Smits; Saskia le Cessie; Hans van Houwelingen

doi:10.1002/sim.1997

Testing goodness-of-fit of the logistic regression model in case-control studies using sample reweighting

Nico Nagelkerke
, Jeroen Smits
, Saskia le Cessie
, Hans van Houwelingen

Research output: Contribution to journal › Article › peer-review

24 Citations (Scopus)

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 w_i that are a function of the binary (0/1) outcomes y_i. Misspecification of the model can thus be concluded when parameter estimates change under reweighting. A local test, considering weights of the form w_i =(1 + Ey_i) is explored. The test is especially suitable for case-control studies but may be used in other contexts as well.

Original language	English
Pages (from-to)	121-130
Number of pages	10
Journal	Statistics in Medicine
Volume	24
Issue number	1
DOIs	https://doi.org/10.1002/sim.1997
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

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10.1002/sim.1997

Cite this

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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.",

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AU - van Houwelingen, Hans

PY - 2005/1/15

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AB - 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.

KW - Case-control studies

KW - Goodness-of-fit test

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Testing goodness-of-fit of the logistic regression model in case-control studies using sample reweighting

Abstract

Keywords

ASJC Scopus subject areas

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