Effects of Mismodeling on Tests of Association Based on Logistic Regression Models
Melissa Dowd Begg, Stephen Lagakos
The Annals of Statistics · 1992 · Volume 20 · Issue 4
Abstract
We consider the effects of misspecifying the covariate vector on tests of association between a particular covariate and the response variable in logistic regression models. Misspecification can include random measurement error, discretizing a continuous explanatory variable and mismodeling the functional form of an explanatory variable. The effects of misspecification are examined by deriving the asymptotic distribution of the test statistic under a sequence of models. Applications of this result are discussed.
Keywords
62F05; 62J02; Asymptotic relative efficiency; asymptotic validity; logistic regression; model misspecification; tests of association;
Enable JavaScript for citation tools and additional paper interactions.