Performance of the likelihood ratio test when fitting logistic regression models with small samples

被引:3
作者
Pooi, AH [1 ]
机构
[1] Univ Malaya, Inst Math Sci, Kuala Lumpur 50603, Malaysia
关键词
test of coefficient; Chi-square approximation; similar test;
D O I
10.1081/SAC-120017498
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In using the likelihood ratio test for the hypothesis concerning the slope parameter in logistic regression model, we usually make use of the fact that the null distribution of the test statistic is approximately chi-square with one degree of freedom (chi(1)(2)). The performance of the chi(1)(2) approximation for small sample sizes is investigated. It is found that theoretically the size of the test at the nominally 5% level can range from 6% to 14%. Furthermore as the value of the parameter which is not of interest varies, the type I error is fairly stable at around 0.05 when the probability of the least frequent outcome is not far from 0.50, but it deviates fairly severely from 0.05 when the probability of the least frequent outcome is near to 0.
引用
收藏
页码:411 / 418
页数:8
相关论文
共 8 条
[1]  
BAYER L, 1979, APPLIED STATISTICS, V28, P319
[2]  
COLLETT ML, 1991, MODELLING BINARY DAT
[3]  
Cox D., 1989, Analysis of Binary Data
[4]   WALDS TEST AS APPLIED TO HYPOTHESES IN LOGIT ANALYSIS [J].
HAUCK, WW ;
DONNER, A .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1977, 72 (360) :851-853
[5]   COMPUTING DISTRIBUTIONS FOR EXACT LOGISTIC-REGRESSION [J].
HIRJI, KF ;
MEHTA, CR ;
PATEL, NR .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1987, 82 (400) :1110-1117
[6]   OUTLIERS AND RESIDUAL DISTRIBUTIONS IN LOGISTIC-REGRESSION [J].
JENNINGS, DE .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1986, 81 (396) :987-990
[7]  
McCullagh P., 2019, Generalized Linear Models
[8]   AN ALGORITHM FOR EXACT LOGISTIC-REGRESSION [J].
TRITCHLER, D .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1984, 79 (387) :709-711