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Goodness of fit for the logistic regression model using relative belief

A logistic regression model is a specialized model for product-binomial data. When a proper, noninformative prior is placed on the unrestricted model for the product-binomial model, the hypothesis H (0) of a logistic regression model holding can then be assessed by comparing the concentration of the...

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Detalles Bibliográficos
Autores principales: Al-Labadi, Luai, Baskurt, Zeynep, Evans, Michael
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2017
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6961508/
https://www.ncbi.nlm.nih.gov/pubmed/32010546
http://dx.doi.org/10.1186/s40488-017-0070-7
Descripción
Sumario:A logistic regression model is a specialized model for product-binomial data. When a proper, noninformative prior is placed on the unrestricted model for the product-binomial model, the hypothesis H (0) of a logistic regression model holding can then be assessed by comparing the concentration of the posterior distribution about H (0) with the concentration of the prior about H (0). This comparison is effected via a relative belief ratio, a measure of the evidence that H (0) is true, together with a measure of the strength of the evidence that H (0) is either true or false. This gives an effective goodness of fit test for logistic regression.