DOI QR코드

DOI QR Code

Goodness-of-fit tests for a proportional odds model

  • Lee, Hyun Yung (Department of Information Statistics, Kyung-Sung University)
  • Received : 2013.06.29
  • Accepted : 2013.08.30
  • Published : 2013.11.30

Abstract

The chi-square type test statistic is the most commonly used test in terms of measuring testing goodness-of-fit for multinomial logistic regression model, which has its grouped data (binomial data) and ungrouped (binary) data classified by a covariate pattern. Chi-square type statistic is not a satisfactory gauge, however, because the ungrouped Pearson chi-square statistic does not adhere well to the chi-square statistic and the ungrouped Pearson chi-square statistic is also not a satisfactory form of measurement in itself. Currently, goodness-of-fit in the ordinal setting is often assessed using the Pearson chi-square statistic and deviance tests. These tests involve creating a contingency table in which rows consist of all possible cross-classifications of the model covariates, and columns consist of the levels of the ordinal response. I examined goodness-of-fit tests for a proportional odds logistic regression model-the most commonly used regression model for an ordinal response variable. Using a simulation study, I investigated the distribution and power properties of this test and compared these with those of three other goodness-of-fit tests. The new test had lower power than the existing tests; however, it was able to detect a greater number of the different types of lack of fit considered in this study. I illustrated the ability of the tests to detect lack of fit using a study of aftercare decisions for psychiatrically hospitalized adolescents.

Keywords

References

  1. Agresti, A. (2010). Analysis of ordinal categorical data, Wiley, New Jersey.
  2. Fagerland, M. W., Hosmer, D. W. and Bofin, A. M. (2008). Multinomial goodness-of-fit tests for logistic regression models. Statistics in Medicine, 27, 4238-4253. https://doi.org/10.1002/sim.3202
  3. Fontanella, C. A, Early, T. J. and Phillips, G. (2008). Need or availability? Modeling aftercare decisions for psychiatrically hospitalized adolescents. Children and Youth Services Review, 30, 758-773. https://doi.org/10.1016/j.childyouth.2007.12.001
  4. Hosmer, D. W. and Lemeshow, S. (1980). Goodness of fit tests for the multiple logistic regression model. Communications in Statistics-Theory and Methods, 9, 1043-1069. https://doi.org/10.1080/03610928008827941
  5. Hosmer, D. W. and Lemeshow, S. (2000). Applied logistic regression, 2nd ed., Wiley, New York.
  6. Hosmer, D. W., Lemeshow, S. and Sturdivant, R. X. (2013). Applied logistic regression, 3rd ed., Wiley, New Jersey.
  7. Kim, Y. and Lee, H. (2013). Estimation of lapse rate of variable annuities by using Cox proportional hazard model. Journal of the Korean Data & Information Science Society, 24, 723-736. https://doi.org/10.7465/jkdi.2013.24.4.723
  8. Lee, H. (2012). Property of regression estimators in GEE models for ordinal responses. Journal of the Korean Data & Information Science Society, 23, 208-218. https://doi.org/10.7465/jkdi.2012.23.1.209
  9. Lipsitz, S. R., Fitzmaurice, G. M. and Molenberghs, G. (1996). Goodness-of-fit tests for ordinal response regression models. Applied Statistics, 45, 175-190. https://doi.org/10.2307/2986153
  10. Pulkstenis, E. and Robinson, T. J. (2004). Goodness-of-fit tests for ordinal response regression models. Statistics in Medicine, 23, 999-1014. https://doi.org/10.1002/sim.1659

Cited by

  1. A goodness of fit test for the multilevel proportional odds model vol.46, pp.7, 2017, https://doi.org/10.1080/03610918.2016.1169293
  2. A linearity test statistic in a simple linear regression vol.25, pp.2, 2014, https://doi.org/10.7465/jkdi.2014.25.2.305
  3. Comprehensive comparison of normality tests: Empirical study using many different types of data vol.27, pp.5, 2016, https://doi.org/10.7465/jkdi.2016.27.5.1399