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

被引:19
|
作者
Nagelkerke, N
Smits, J
le Cessie, S
van Houwelingen, H
机构
[1] Leiden Univ, Dept Med Stat, NL-2300 RC Leiden, Netherlands
[2] Natl Inst Publ Hlth & Environm, RIVM, NL-3720 BA Bilthoven, Netherlands
[3] Nijmegen Sch Management, Dept Econ, NL-6500 HK Nijmegen, Netherlands
关键词
logistic regression; goodness-of-fit test; case-control studies;
D O I
10.1002/sim.1997
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
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 + epsilony(i)) is explored. The test is especially suitable for case-control studies but may be used in other contexts as well. Copyright (C) 2005 John Wiley Sons, Ltd.
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页码:121 / 130
页数:10
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