Abstract

The authors consider the problem of testing the validity of the logistic regression model using a random sample. Given the values of the response variable, they observe that the sample actually consists of two independent subsets of observations whose density ratio has a known parametric form when the model is true. They are thus led to propose a generalized moments specification test in detail. In addition, they show that this test can be derived using Neyman's smooth tests for goodness-of-fit. They present simulation results and apply the methodology to the analysis of two real data sets. R ESUM E Les auteurs s'interessent alamaniere dont on peut tester la validitedumodele de regression logistique apartird'unechantillon aleatoire. Etant donnelesvaleursdela variable-reponse, ils notent que l'echantillon peut etre decompose en deux parties dont le rapport des densites a une forme parametriqueconnuelorsquelemodele est juste. Ils sont ainsi amenes a proposer un test s'appuyant sur la spe...

Citations