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

Nico Nagelkerke, Jeroen Smits, Saskia le Cessie, Hans van Houwelingen

Research output: Contribution to journalArticlepeer-review

17 Citations (Scopus)

Abstract

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 + Eyi) is explored. The test is especially suitable for case-control studies but may be used in other contexts as well.

Original languageEnglish
Pages (from-to)121-130
Number of pages10
JournalStatistics in Medicine
Volume24
Issue number1
DOIs
Publication statusPublished - Jan 15 2005

Keywords

  • Case-control studies
  • Goodness-of-fit test
  • Logistic regression

ASJC Scopus subject areas

  • Epidemiology
  • Statistics and Probability

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