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用于检查比例优势回归模型的模型误设的图形诊断法。

Graphical diagnostics to check model misspecification for the proportional odds regression model.

作者信息

Liu Ivy, Mukherjee Bhramar, Suesse Thomas, Sparrow David, Park Sung Kyun

机构信息

School of Mathematics, Statistics, and Computer Science, Victoria University of Wellington, Wellington, New Zealand.

出版信息

Stat Med. 2009 Feb 1;28(3):412-29. doi: 10.1002/sim.3386.

Abstract

The cumulative logit or the proportional odds regression model is commonly used to study covariate effects on ordinal responses. This paper provides some graphical and numerical methods for checking the adequacy of the proportional odds regression model. The methods focus on evaluating functional misspecification for specific covariate effects, but misspecification of the link function can also be dealt with under the same framework. For the logistic regression model with binary responses, Arbogast and Lin (Statist. Med. 2005; 24:229-247) developed similar graphical and numerical methods for assessing the adequacy of the model using the cumulative sums of residuals. The paper generalizes their methods to ordinal responses and illustrates them using an example from the VA Normative Aging Study. Simulation studies comparing the performance of the different diagnostic methods indicate that some of the graphical methods are more powerful in detecting model misspecification than the Hosmer-Lemeshow-type goodness-of-fit statistics for the class of models studied.

摘要

累积对数或比例优势回归模型常用于研究协变量对有序响应的影响。本文提供了一些图形和数值方法来检验比例优势回归模型的适用性。这些方法侧重于评估特定协变量效应的函数误设,但在相同框架下也可以处理链接函数的误设。对于具有二元响应的逻辑回归模型,Arbogast和Lin(《统计医学》,2005年;24:229 - 247)开发了类似的图形和数值方法,使用残差的累积和来评估模型的适用性。本文将他们的方法推广到有序响应,并使用退伍军人事务部标准老化研究中的一个例子进行说明。比较不同诊断方法性能的模拟研究表明,对于所研究的模型类别,一些图形方法在检测模型误设方面比Hosmer - Lemeshow型拟合优度统计量更有效。

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