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 language | English (US) |
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Pages (from-to) | 5-12 |
Number of pages | 8 |
Journal | Biometrics |
Volume | 75 |
Issue number | 1 |
DOIs | |
State | Published - Mar 2019 |
Bibliographical note
Funding Information:The authors are truly grateful to Co-Editor, the AE and two reviewers for very constructive suggestions. We thank Dr Howard Bondell for sharing his R codes.
Publisher Copyright:
© 2018, The International Biometric Society
Keywords
- Goodness of fit
- Hosmer–Lemeshow test
- Model assessment
- Model selection diagnostics