Multiple‐Group Logistic Regression Diagnostics

E. Lesaffre and A. Albert

Journal of the Royal Statistical Society Series C, 1989, vol. 38, issue 3, 425-440

Abstract: The regression diagnostics introduced by Pregibon for the dichotomous logistic model are extended to multiple groups viewed as a multivariate generalized linear model. We develop diagnostics which measure the influence of each observation on the performance of the estimated classification rule, thus highlighting possible multivariate outlying and/or influential observations. As an illustration, the diagnostics are applied to enzyme data from liver disease patients. It is shown that multivariate regression diagnostics constitute an indispensable tool for the practitioner to construct appropriate polychotomous logistic models.

Date: 1989
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Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssc:v:38:y:1989:i:3:p:425-440

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