IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v52y2008i5p2703-2713.html
   My bibliography  Save this article

Increasing the power: A practical approach to goodness-of-fit test for logistic regression models with continuous predictors

Author

Listed:
  • Xie, Xian-Jin
  • Pendergast, Jane
  • Clarke, William

Abstract

No abstract is available for this item.

Suggested Citation

  • Xie, Xian-Jin & Pendergast, Jane & Clarke, William, 2008. "Increasing the power: A practical approach to goodness-of-fit test for logistic regression models with continuous predictors," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2703-2713, January.
    • Handle: RePEc:eee:csdana:v:52:y:2008:i:5:p:2703-2713
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(07)00363-5
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Orme, Christopher, 1988. "The Calculation of the Information Matrix Test for Binary Data Models," The Manchester School of Economic & Social Studies, University of Manchester, vol. 56(4), pages 370-376, December.
    2. White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
    3. J. B. Copas, 1983. "Plotting p Against X," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 32(1), pages 25-31, March.
    4. D. A. Williams, 1987. "Generalized Linear Model Diagnostics Using the Deviance and Single Case Deletions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 36(2), pages 181-191, June.
    5. Yu Xie & Charles F. Manski, 1989. "The Logit Model and Response-Based Samples," Sociological Methods & Research, , vol. 17(3), pages 283-302, February.
    6. J. B. Copas, 1989. "Unweighted Sum of Squares Test for Proportions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 38(1), pages 71-80, March.
    7. Joseph Pigeon & Joseph Heyse, 1999. "A cautionary note about assessing the fit of logistic regression models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(7), pages 847-853.
    8. Glenn Milligan, 1980. "An examination of the effect of six types of error perturbation on fifteen clustering algorithms," Psychometrika, Springer;The Psychometric Society, vol. 45(3), pages 325-342, September.
    9. Glenn Milligan, 1981. "A monte carlo study of thirty internal criterion measures for cluster analysis," Psychometrika, Springer;The Psychometric Society, vol. 46(2), pages 187-199, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ying Liu & Paul Nelson & Shie-Shien Yang, 2012. "An omnibus lack of fit test in logistic regression with sparse data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(4), pages 437-452, November.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Andreas Blöchlinger & Markus Leippold, 2011. "A New Goodness-of-Fit Test for Event Forecasting and Its Application to Credit Defaults," Management Science, INFORMS, vol. 57(3), pages 487-505, March.
    2. Davidson, Russell & MacKinnon, James G., 1989. "Testing for Consistency using Artificial Regressions," Econometric Theory, Cambridge University Press, vol. 5(3), pages 363-384, December.
    3. Hamilton, James D., 1996. "Specification testing in Markov-switching time-series models," Journal of Econometrics, Elsevier, vol. 70(1), pages 127-157, January.
    4. Orme, Chris, 1995. "Simulated conditional moment tests," Economics Letters, Elsevier, vol. 49(3), pages 239-245, September.
    5. Lechner, Michael & Smith, Jeffrey, 2007. "What is the value added by caseworkers?," Labour Economics, Elsevier, vol. 14(2), pages 135-151, April.
    6. Laurent Lesnard, 2010. "Setting Cost in Optimal Matching to Uncover Contemporaneous Socio-Temporal Patterns," Sociological Methods & Research, , vol. 38(3), pages 389-419, February.
    7. Henner Gimpel & Daniel Rau & Maximilian Röglinger, 2018. "Understanding FinTech start-ups – a taxonomy of consumer-oriented service offerings," Electronic Markets, Springer;IIM University of St. Gallen, vol. 28(3), pages 245-264, August.
    8. Antony Paulraj, 2009. "Environmental motivations: a classification scheme and its impact on environmental strategies and practices," Business Strategy and the Environment, Wiley Blackwell, vol. 18(7), pages 453-468, November.
    9. Teresa Aparicio & Inmaculada Villanua, 2001. "The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(2), pages 167-182.
    10. Laurent Lesnard, 2006. "Optimal Matching and Social Sciences," Working Papers 2006-01, Center for Research in Economics and Statistics.
    11. Davidson, Russell & MacKinnon, James G, 1998. "Graphical Methods for Investigating the Size and Power of Hypothesis Tests," The Manchester School of Economic & Social Studies, University of Manchester, vol. 66(1), pages 1-26, January.
    12. Michael Lechner, 2000. "An Evaluation of Public-Sector-Sponsored Continuous Vocational Training Programs in East Germany," Journal of Human Resources, University of Wisconsin Press, vol. 35(2), pages 347-375.
    13. Cho, Jin Seo & Phillips, Peter C.B., 2018. "Pythagorean generalization of testing the equality of two symmetric positive definite matrices," Journal of Econometrics, Elsevier, vol. 202(1), pages 45-56.
    14. Weinand, J.M. & McKenna, R. & Fichtner, W., 2019. "Developing a municipality typology for modelling decentralised energy systems," Utilities Policy, Elsevier, vol. 57(C), pages 75-96.
    15. Jin Seo Cho & Peter C.B. Phillips, "undated". "Testing Equality of Covariance Matrices via Pythagorean Means," Cowles Foundation Discussion Papers 1970, Cowles Foundation for Research in Economics, Yale University.
    16. Christian Hennig, 2022. "An empirical comparison and characterisation of nine popular clustering methods," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 16(1), pages 201-229, March.
    17. Bauer, Hans H. & Fischer, Marc, 2000. "Product life cycle patterns for pharmaceuticals and their impact on R&D profitability of late mover products," International Business Review, Elsevier, vol. 9(6), pages 703-725, December.
    18. Dhaene, Geert & Hoorelbeke, Dirk, 2004. "The information matrix test with bootstrap-based covariance matrix estimation," Economics Letters, Elsevier, vol. 82(3), pages 341-347, March.
    19. N. Sriram & Scott Lewis, 1993. "Constructing optimal ultrametrics," Journal of Classification, Springer;The Classification Society, vol. 10(2), pages 241-268, December.
    20. Das, Debojyoti & Bhatia, Vaneet & Kumar, Surya Bhushan & Basu, Sankarshan, 2022. "Do precious metals hedge crude oil volatility jumps?," International Review of Financial Analysis, Elsevier, vol. 83(C).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:52:y:2008:i:5:p:2703-2713. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.