分層病例對照研究中羅吉斯迴歸模型適合度檢定之比較

A comparison of goodness-of-fit tests for the logistic regression model based on stratified case-control study

吳佳霖(Chia-Lin Wu)

指導教授 ： 陳麗菁

淡江大學/管理學院/統計學系碩士班/碩士(2009年)

https://doi.org/10.6846/TKU.2009.00090

摘要

在分層病例對照研究下，針對羅吉斯迴歸模型的適合度檢定，我們考慮在一個廣義的隨機效應模型下建構分數形式檢定統計量。此檢定與梁正憲(2008)所提之動差形式檢定統計量相同。本文進一步地整理Arbogast-Lin檢定，以及實務上常遭誤用的Hosmer-Lemeshow檢定，並針對這幾個檢定進行模擬比較。最後呈述一個關於食道癌研究的範例。

關鍵字

羅吉斯迴歸模型 ； 分層病例對照研究 ； 適合度檢定 ； 雙樣本半參數模型

並列摘要

We present the score type test for assessing the adequacy
of the logistic regression model in stratified case-control study. This score test is construct based on a random effect model. The proposed test statistic is identical to the moment specification test of Liang(2008). We also review the Arbogast-Lin test and Hosmer-Lemeshow test. The Hosmer-Lemeshow test is valid for prospective data, but if is constantly misapplied for retrospective data. Some comparisons between these methods are performed by simulation studies. An illustration of a research about cancer of the esophagus is provided.

並列關鍵字

logistic regression model ； stratify case-control study ； goodness-of-fit ； two-sample semiparametric model

參考文獻

[13] 梁正憲(2008)。分層病例對照資料下羅吉斯迴歸模型的適合度檢定。[碩士論文]台北:淡江大學統計學系應用統計研究所。

[1] Arbogast, P. G. and Lin, D. Y. (2005). Model-checking techniques for strati‾ed case-control studies. Statistics in medicine, 24, 229-247.

[3] Cheng, K. F. and Chen, L. C. (2005). Testing goodness-of-fit of a logistic regression model with case-control data. Journal of statistical planning and inference, 124, 409-422.

[4] Hosmer, D. W. and Lemeshow, S. (1989). Applied logistic regression, New York: Wiley.

[5] Erik, P. and Timothy, J. R. (2002). Two goodness-of-fit tests for logistic regression models with continuous covariates. Statistics in medicine, 21, 79-93.