Article ID Journal Published Year Pages File Type
416191 Computational Statistics & Data Analysis 2007 15 Pages PDF
Abstract

We develop a goodness-of-fit measure with desirable properties for use in the hierarchical logistic regression setting. The statistic is an unweighted sum of squares (USS) of the kernel smoothed model residuals. We develop expressions for the moments of this statistic and create a standardized statistic with hypothesized asymptotic standard normal distribution under the null hypothesis that the model is correctly specified. Extensive simulation studies demonstrate satisfactory adherence to Type I error rates of the Kernel smoothed USS statistic in a variety of likely data settings. Finally, we discuss issues of bandwidth selection for using our proposed statistic in practice and illustrate its use in an example.

Related Topics
Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
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