EFFECTS OF MISMODELING ON TESTS OF ASSOCIATION BASED ON LOGISTIC-REGRESSION MODELS

• 成果类型: Article
• 署名作者: BEGG, MD; LAGAKOS, S
• 署名单位: Harvard University; Harvard T.H. Chan School of Public Health
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176348896
• 发表日期: 1992
• 页码: 1929-1952
• 关键词: Errors-in-variables; generalized linear-model; score tests; parameter-estimation; binary regression; EFFICIENCY

摘要

We consider the effects of misspecifying the covariate vector on tests of association between a particular covariate and the response variable in logistic regression models. Misspecification can include random measurement error, discretizing a continuous explanatory variable and mismodeling the functional form of an explanatory variable. The effects of misspecification are examined by deriving the asymptotic distribution of the test statistic under a sequence of models. Applications of this result are discussed.