Improved transformed deviance statistic for testing a logistic regression model

Improved transformed deviance statistic for testing a logistic regression model

In logistic regression models, we consider the deviance statistic (the log likelihood ratio statistic) D as a goodness-of-fit test statistic. In this paper, we show the derivation of an expression of asymptotic expansion for the distribution of D under a null hypothesis. Using the continuous term of the expression, we obtain Bartlett-type transformed statistic D̃ that improves the speed of conve...

Robust testing in the logistic regression model

Deviance: a Logistic Analysis

Social Thought & Research, Vol 28 Address all correspondence to: Mark Vermillion, Department of Kinesiology and Sport Studies, Sport Administration, Wichita State University, Wichita, KS 67260-0016 Tel: (316) 978-5444. Email: [email protected] The purpose of this research is to examine the relationship between sport participation and school defined deviance in eighth grade adolescents...

An improved model averaging scheme for logistic regression

Recently, penalized regression methods have attracted much attention in the statistical literature. In this article, we argue that such methods can be improved for the purposes of prediction by utilizing model averaging ideas. We propose a new algorithm that combines penalized regression with model averaging for improved prediction. We also discuss the issue of model selection versus model aver...

Spatial Correlation Testing for Errors in Panel Data Regression Model

To investigate the spatial error correlation in panel regression models, various statistical hypothesizes and testings have been proposed. This paper, within introduction to spatial panel data regression model, existence of spatial error correlation and random effects is investigated by a joint Lagrange Multiplier test, which simultaneously tests their existence. For this purpose, joint Lagrang...