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A generalized-moments specification test for the logistic link

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A generalized-moments specification test for the logistic link. / Fokianos, K.; Peng, A.; Qin, J.
In: Canadian Journal of Statistics, Vol. 27, No. 4, 12.1999, p. 735-750.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Harvard

Fokianos, K, Peng, A & Qin, J 1999, 'A generalized-moments specification test for the logistic link', Canadian Journal of Statistics, vol. 27, no. 4, pp. 735-750. https://doi.org/10.2307/3316128

APA

Fokianos, K., Peng, A., & Qin, J. (1999). A generalized-moments specification test for the logistic link. Canadian Journal of Statistics, 27(4), 735-750. https://doi.org/10.2307/3316128

Vancouver

Fokianos K, Peng A, Qin J. A generalized-moments specification test for the logistic link. Canadian Journal of Statistics. 1999 Dec;27(4):735-750. doi: 10.2307/3316128

Author

Fokianos, K. ; Peng, A. ; Qin, J. / A generalized-moments specification test for the logistic link. In: Canadian Journal of Statistics. 1999 ; Vol. 27, No. 4. pp. 735-750.

Bibtex

@article{9a664f3cee7f4c79acfdfbd0ccee763d,
title = "A generalized-moments specification test for the logistic link",
abstract = "The authors consider the problem of testing the validity of the logistic regression model using a random sample. Given the values of the response variable, they observe that the sample actually consists of two independent subsets of observations whose density ratio has a known parametric form when the model is true. They are thus led to propose a generalized‐moments specification test in detail. In addition, they show that this test can be derived using Neyman's smooth tests for goodness of fit. They present simulation results and apply the methodology to the analysis of two real data sets.",
keywords = "Biased sampling problem , density‐ratio models , link function , smooth goodness‐of‐fit tests, specification tests",
author = "K. Fokianos and A. Peng and J. Qin",
year = "1999",
month = dec,
doi = "10.2307/3316128",
language = "English",
volume = "27",
pages = "735--750",
journal = "Canadian Journal of Statistics",
issn = "0319-5724",
publisher = "Statistical Society of Canada",
number = "4",

}

RIS

TY - JOUR

T1 - A generalized-moments specification test for the logistic link

AU - Fokianos, K.

AU - Peng, A.

AU - Qin, J.

PY - 1999/12

Y1 - 1999/12

N2 - The authors consider the problem of testing the validity of the logistic regression model using a random sample. Given the values of the response variable, they observe that the sample actually consists of two independent subsets of observations whose density ratio has a known parametric form when the model is true. They are thus led to propose a generalized‐moments specification test in detail. In addition, they show that this test can be derived using Neyman's smooth tests for goodness of fit. They present simulation results and apply the methodology to the analysis of two real data sets.

AB - The authors consider the problem of testing the validity of the logistic regression model using a random sample. Given the values of the response variable, they observe that the sample actually consists of two independent subsets of observations whose density ratio has a known parametric form when the model is true. They are thus led to propose a generalized‐moments specification test in detail. In addition, they show that this test can be derived using Neyman's smooth tests for goodness of fit. They present simulation results and apply the methodology to the analysis of two real data sets.

KW - Biased sampling problem

KW - density‐ratio models

KW - link function

KW - smooth goodness‐of‐fit tests

KW - specification tests

U2 - 10.2307/3316128

DO - 10.2307/3316128

M3 - Journal article

VL - 27

SP - 735

EP - 750

JO - Canadian Journal of Statistics

JF - Canadian Journal of Statistics

SN - 0319-5724

IS - 4

ER -