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    篇名/題名:從無母平滑法評估順序邏輯斯迴歸模型
    摘要:A nonparametric local linear smoothing technique for testing goodness-of-fit of ordinal logistic regression models with continuous and categorical covariates is presented. This proposed test statistic is a eneralization of Lin and Chen''''''''''''''''''''''''''''''''s statistic (2005) to ordinal response data. The extension of logistic regression models for binary response to ordinal response is usually involved by modeling cumulative logits. The expectation and variance of the proposed test statistic are derived, and the sampling distribution of the test statistic which approximates a scaled chi-square distribution is evaluated by simulation. The power comparison between the proposed test and methods of Pulkstenis and Robinson (2004) are also provided. The simulations reveal that the proposed test has greater power to detect the omitted interaction term, incorrectly functional form of continuous covariates or misspecification of the complimentary log-log link function for various of sample sizes. The proposed
    testing procedure is illustrated by a numerical study.
    類型:期刊論文
    西元出版年:2011
    著作語言:en
    作者:Lin,Kuo Chin、Chen,Yi Ju
    學校系所:企業管理系