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

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 + epsilonyi) is explored. The test is especially suitable for case-control studies but may be used in other contexts as well.

journal_name

Stat Med

journal_title

Statistics in medicine

authors

Nagelkerke N,Smits J,le Cessie S,van Houwelingen H

doi

10.1002/sim.1997

subject

Has Abstract

pub_date

2005-01-15 00:00:00

pages

121-30

issue

1

eissn

0277-6715

issn

1097-0258

journal_volume

24

pub_type

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