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Goodness of fit for the logistic regression model using relative belief. | LitMetric

Goodness of fit for the logistic regression model using relative belief.

J Stat Distrib Appl

1Department of Statistical Sciences, University of Toronto, 100 St. George St., Toronto, M5S 3G3 Canada.

Published: August 2017


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Article Abstract

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 of a logistic regression model holding can then be assessed by comparing the concentration of the posterior distribution about with the concentration of the prior about . This comparison is effected via a relative belief ratio, a measure of the evidence that is true, together with a measure of the strength of the evidence that is either true or false. This gives an effective goodness of fit test for logistic regression.

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Source
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC6961508PMC
http://dx.doi.org/10.1186/s40488-017-0070-7DOI Listing

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