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A score test under logistic regression models based on case–control data

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  • Biao Zhang

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.

Suggested Citation

  • Biao Zhang, 2006. "A score test under logistic regression models based on case–control data," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 60(4), pages 477-496, November.
    • Handle: RePEc:bla:stanee:v:60:y:2006:i:4:p:477-496
    DOI: 10.1111/j.1467-9574.2006.00336.x
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