Two goodness-of-fit tests for logistic regression models with continuous covariates.
Assessing goodness-of-fit in logistic regression models can be problematic, in that commonly used deviance or Pearson chi-square statistics do not have approximate chi-square distributions, under the null hypothesis of no lack of fit, when continuous covariates are modelled. We present two easy to implement test statistics similar to the deviance and Pearson chi-square tests that are appropriate when continuous covariates are present. The methodology uses an approach similar to that incorporated by the Hosmer and Lemeshow goodness-of-fit test in that observations are classified into distinct groups according to fitted probabilities, allowing sufficient cell sizes for chi-square testing. The major difference is that the proposed tests perform this grouping within the cross-classification of all categorical covariates in the model and, in some situations, allow for a more powerful assessment of where model predicted and observed counts may differ. A variety of simulations are performed comparing the proposed tests to the Hosmer-Lemeshow test.
Pulkstenis
Erik
E
C.L. McIntosh & Associates, Celeris Corporation, 12300 Twinbrook Parkway Suite 625, Rockville, MD 20852, USA. Erik_Pulkstenis@hgsi.com
Robinson
Timothy J
TJ
D017544:Aortic Aneurysm, Abdominal / Q000601:surgery; D016009:Chi-Square Distribution; D003198:Computer Simulation; D005260:Female; D006801:Humans; D016015:Logistic Models; D008297:Male; D019106:Postoperative Hemorrhage