Goodness-of-fit of logistic regression model for stratified case-control data

碩士 === 淡江大學 === 統計學系碩士班 === 96 === We inference the semiparametric maximum likelihood estimate (SMLE) and present the moment specification test of the logistic regression model for stratified case-control data. By generalizing the concept of Qin & Zhang (1997), we get the two-sample semiparametr...

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Bibliographic Details
Main Authors: Chung-Hsian Liang, 梁正憲
Other Authors: Li-Ching Chen
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/75983740248100867846
Description
Summary:碩士 === 淡江大學 === 統計學系碩士班 === 96 === We inference the semiparametric maximum likelihood estimate (SMLE) and present the moment specification test of the logistic regression model for stratified case-control data. By generalizing the concept of Qin & Zhang (1997), we get the two-sample semiparametric model in each stratum and then inference the SMLE base on this finding. The test statistic is constructed via a discrepancy between two second moments under nonparmetric and semiparametric model. The large sample properties of SMLE are described. The proposed test statistic converges in distribution to the Chi-squared distribution. Simulation studies demonstrate that the test statistic perform well even in finite sample. Illustration with a leprosy disease study is provided