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.
Publié le : 1992-12-14
Classification:
Asymptotic relative efficiency,
asymptotic validity,
logistic regression,
model misspecification,
tests of association,
62F05,
62J02
@article{1176348896,
author = {Begg, Melissa Dowd and Lagakos, Stephen},
title = {Effects of Mismodeling on Tests of Association Based on Logistic Regression Models},
journal = {Ann. Statist.},
volume = {20},
number = {1},
year = {1992},
pages = { 1929-1952},
language = {en},
url = {http://dml.mathdoc.fr/item/1176348896}
}
Begg, Melissa Dowd; Lagakos, Stephen. Effects of Mismodeling on Tests of Association Based on Logistic Regression Models. Ann. Statist., Tome 20 (1992) no. 1, pp. 1929-1952. http://gdmltest.u-ga.fr/item/1176348896/