Final published version
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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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 -