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Statistics Seminar
Department of Mathematical Sciences

DATE:Thursday, Month 31, 2017
TIME:1:15pm – 2:15pm
SPEAKER:Chen Liang, Binghamton University
TITLE:An information matrix test for logistic regression models based on case-control data


We propose an information-matrix-based goodness-of-fit statistic to test the validity of the logistic regression model based on case-control data by extending the information matrix test of White (1982) for detecting one-sample parametric model misspecification to the semiparametric profile likelihood setting under a two-sample semiparametric model, which is equivalent to the assumed logistic regression model. The proposed test statistic requires a high-dimensional matrix inversion, but is otherwise easily computed and has an asymptotic chi-squared distribution

seminars/stat/180322.txt · Last modified: 2018/03/13 10:18 by qyu