Testing goodness-of-fit of the logistic regression model in case-control studies using sample reweighting.
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.
Nagelkerke
Nico
N
Department of Medical Statistics, University of Leiden, PO Box 9604, 2300 RC Leiden, The Netherlands. n.j.d.nagelkerke@lumc.nl
Smits
Jeroen
J
le Cessie
Saskia
S
van Houwelingen
Hans
H
D000328:Adult; D000368:Aged; D000428:Alcohol Drinking / Q000009:adverse effects; D016022:Case-Control Studies; D003627:Data Interpretation, Statistical; D004938:Esophageal Neoplasms / Q000209:etiology; D006801:Humans; D016015:Logistic Models; D008875:Middle Aged; D012907:Smoking / Q000009:adverse effects