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Goodness-of-fit tests for a logistic regression model with missing covariates.

Shen-Ming LeePhuoc-Loc TranChin-Shang Li
Published in: Statistical methods in medical research (2022)
Model checking for logistic regression with covariates missing at random is considered. Based on the ideas of Copas (1989) and Osius and Rojek (1992) and studies of Homser et al. (1997), proposed are the two-type goodness-of-fit tests, Pearson chi-squared and unweighted residual sum-of-squares tests, in which their test statistics are centralized by subtracting their estimated mean to be mean-zero-form test statistics via the inverse probability weighting (IPW) and nonparametric multiple imputation (MI) methods to solve the missing value problem. The asymptotic properties of these test statistics are established under the null hypothesis and some regularity conditions. The test statistics conducted by using the IPW and MI estimators are asymptotically equivalent. Proposed are the IPW method and two bootstrap re-sampling approaches for estimation of the variances of the proposed test statistics to solve the issue of underestimating their variances by the MI method of Rubin (1987). Simulation studies are carried out to assess the finite-sample power performances of these proposed tests. Two real data examples are used to illustrate the applicability of the proposed tests.
Keyphrases
  • machine learning