A score test under logistic regression models based on case-control data

被引:1
|
作者
Zhang, Biao [1 ]
机构
[1] Univ Toledo, Dept Math, Toledo, OH 43606 USA
关键词
biased sampling problem; case-control data; chi-squared; confidence region; consistency; Fisher information matrix; Moore-Penrose generalized inverse; local alternative; mixture sampling; profile likelihood; score function; score statistic;
D O I
10.1111/j.1467-9574.2006.00336.x
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
We propose a score statistic to test the vector of odds ratio parameters under the logistic regression model based on case-control data. The proposed score test is based on the semiparametric profile loglikelihood function under a two-sample semiparametric model, which is equivalent to the assumed logistic regression model. The proposed score statistic has an asymptotic chi-squared distribution under the null hypothesis and an asymptotic noncentral chi-squared distribution under local alternatives to the null hypothesis. Moreover, we show that the proposed score test is asymptotically equivalent to the Wald test under the logistic regression model based on case-control data. In addition, we demonstrate that the proposed score statistic and its asymptotic distribution may be obtained by fitting the prospective logistic regression model to case-control data. We present some results on simulation and on the analysis of two real datasets.
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页码:477 / 496
页数:20
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