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Logistic 回归模型构建策略:有目的的选择。

Model building strategy for logistic regression: purposeful selection.

机构信息

Department of Critical Care Medicine, Jinhua Municipal Central Hospital, Jinhua Hospital of Zhejiang University, Jinhua 321000, China.

出版信息

Ann Transl Med. 2016 Mar;4(6):111. doi: 10.21037/atm.2016.02.15.

Abstract

Logistic regression is one of the most commonly used models to account for confounders in medical literature. The article introduces how to perform purposeful selection model building strategy with R. I stress on the use of likelihood ratio test to see whether deleting a variable will have significant impact on model fit. A deleted variable should also be checked for whether it is an important adjustment of remaining covariates. Interaction should be checked to disentangle complex relationship between covariates and their synergistic effect on response variable. Model should be checked for the goodness-of-fit (GOF). In other words, how the fitted model reflects the real data. Hosmer-Lemeshow GOF test is the most widely used for logistic regression model.

摘要

逻辑回归是医学文献中用于解释混杂因素最常用的模型之一。本文介绍了如何使用 R 执行有目的的选择模型构建策略。我强调使用似然比检验来查看删除一个变量是否会对模型拟合产生显著影响。还应检查要删除的变量是否是剩余协变量的重要调整。应检查交互作用以分解协变量之间的复杂关系及其对响应变量的协同作用。应检查模型的拟合优度(GOF)。换句话说,拟合模型如何反映真实数据。Hosmer-Lemeshow GOF 检验是最常用于逻辑回归模型的检验。

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