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A robust goodness‐of‐fit test statistic with application to ordinal regression models
Author(s) -
Lipsitz Stuart R.,
Buoncristiani John F.
Publication year - 1994
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.4780130205
Subject(s) - goodness of fit , statistics , ordinal regression , categorical variable , pearson's chi squared test , wheeze , mathematics , statistic , linear regression , test statistic , regression analysis , econometrics , medicine , statistical hypothesis testing , asthma
We propose a goodness‐of‐fit test statistic for linear regression with heterogeneous variance, which is asymptotically chi‐square if the given model is correct. The test statistic is computed as a quadratic form of observed minus predicted responses. We apply the method to a linear regression for an ordinal categorical response, the wheezing status of a child (no wheeze, wheeze with cold, wheeze apart from cold) as a function of maternal smoking and city of residence.