On assessing binary regression models based on ungrouped data

Chunling Lu, Yuhong Yang

Research output: Contribution to journalArticle

Abstract

Assessing a binary regression model based on ungrouped data is a commonly encountered but very challenging problem. Although tests, such as Hosmer–Lemeshow test and le Cessie–van Houwelingen test, have been devised and widely used in applications, they often have low power in detecting lack of fit and not much theoretical justification has been made on when they can work well. In this article, we propose a new approach based on a cross-validation voting system to address the problem. In addition to a theoretical guarantee that the probabilities of type I and II errors both converge to zero as the sample size increases for the new method under proper conditions, our simulation results demonstrate that it performs very well.

Original languageEnglish (US)
Pages (from-to)5-12
Number of pages8
JournalBiometrics
Volume75
Issue number1
DOIs
StatePublished - Mar 2019

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Keywords

  • Goodness of fit
  • Hosmer–Lemeshow test
  • Model assessment
  • Model selection diagnostics

PubMed: MeSH publication types

  • Journal Article

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