A score test under logistic regression models based on case–control data
Biao Zhang
Statistica Neerlandica, 2006, vol. 60, issue 4, 477-496
Abstract:
We propose a score statistic to test the vector of odds ratio parameters under the logistic regression model based on case–control data. The proposed score test is based on the semiparametric profile loglikelihood function under a two‐sample semiparametric model, which is equivalent to the assumed logistic regression model. The proposed score statistic has an asymptotic chi‐squared distribution under the null hypothesis and an asymptotic noncentral chi‐squared distribution under local alternatives to the null hypothesis. Moreover, we show that the proposed score test is asymptotically equivalent to the Wald test under the logistic regression model based on case–control data. In addition, we demonstrate that the proposed score statistic and its asymptotic distribution may be obtained by fitting the prospective logistic regression model to case–control data. We present some results on simulation and on the analysis of two real datasets.
Date: 2006
References: View complete reference list from CitEc
Citations:
Downloads: (external link)
https://doi.org/10.1111/j.1467-9574.2006.00336.x
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:bla:stanee:v:60:y:2006:i:4:p:477-496
Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0039-0402
Access Statistics for this article
Statistica Neerlandica is currently edited by Miroslav Ristic, Marijtje van Duijn and Nan van Geloven
More articles in Statistica Neerlandica from Netherlands Society for Statistics and Operations Research
Bibliographic data for series maintained by Wiley Content Delivery ().