An omnibus lack of fit test in logistic regression with sparse data

被引:3
|
作者
Liu, Ying [1 ]
Nelson, Paul I. [2 ]
Yang, Shie-Shien [2 ]
机构
[1] Univ Missouri, Sch Dent, Kansas City, MO 64108 USA
[2] Kansas State Univ, Dept Stat, Manhattan, KS 66506 USA
来源
STATISTICAL METHODS AND APPLICATIONS | 2012年 / 21卷 / 04期
关键词
Model building; Binary response; Pseudo replicates; Type I error; Power; MODELS;
D O I
10.1007/s10260-012-0197-0
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The usefulness of logistic regression depends to a great extent on the correct specification of the relation between a binary response and characteristics of the unit on which the response is recoded. Currently used methods for testing for misspecification (lack of fit) of a proposed logistic regression model do not perform well when a data set contains almost as many distinct covariate vectors as experimental units, a condition referred to as sparsity. A new algorithm for grouping sparse data to create pseudo replicates and using them to test for lack of fit is developed. A simulation study illustrates settings in which the new test is superior to existing ones. Analysis of a dataset consisting of the ages of menarche of Warsaw girls is also used to compare the new and existing lack of fit tests.
引用
收藏
页码:437 / 452
页数:16
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