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Assessing Goodness-of-Fit of Generalized Logit Models Based on Case-Control Data

Biao Zhang

Journal of Multivariate Analysis, 2002, vol. 82, issue 1, 17-38

Abstract: We consider testing the validity of the generalized logit model with I+1 categories based on case-control data. After reparametrization, the assumed logit model is equivalent to an (I+1)-sample semiparametric model in which the IÂ log ratios of two unspecified density functions are linear in data. By identifying this (I+1)-sample semiparametric model, which is of intrinsic interest in general (I+1)-sample problems, with a biased sampling model, we propose a weighted Kolmogorov-Smirnov-type statistic to test the validity of the generalized logit model. We establish some asymptotic results associated with the proposed test statistic. We also propose a bootstrap procedure along with some results on simulation and on analysis of three real data sets.

Keywords: biased; sampling; problem; bootstrap; Kolmogorov-Smirnov; two-sample; statistic; logistic; regression; mixture; sampling; multivariate; Gaussian; process; weak; convergence (search for similar items in EconPapers)
Date: 2002
References: View complete reference list from CitEc
Citations: View citations in EconPapers (6)

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