scholarly journals Martingale transforms goodness-of-fit tests in regression models

2004 ◽  
Vol 32 (3) ◽  
pp. 995-1034 ◽  
Author(s):  
Estate V. Khmaladze ◽  
Hira L. Koul
Keyword(s):  
Regression Models ◽  
Goodness Of Fit ◽  
Goodness Of Fit Tests ◽  
Martingale Transforms

scholarly journals Comments on: An updated review of Goodness-of-Fit tests for regression models

Test ◽  
2013 ◽  
Vol 22 (3) ◽  
pp. 412-413
Author(s):  
M. D. Jiménez Gamero
Keyword(s):  
Regression Models ◽  
Goodness Of Fit ◽  
Goodness Of Fit Tests

scholarly journals How to Test for Goodness of Fit in Ordinal Logistic Regression Models

2017 ◽  
Vol 17 (3) ◽  
pp. 668-686 ◽  
Author(s):  
Morten W. Fagerland ◽  
David W. Hosmer
Keyword(s):  
Regression Models ◽  
Goodness Of Fit ◽  
Logistic Models ◽  
Ratio Test ◽  
Response Variable ◽  
Logistic Regression Models ◽  
Explanatory Variables ◽  
Goodness Of Fit Tests ◽  
Interaction Terms ◽  
Different Types

Ordinal regression models are used to describe the relationship between an ordered categorical response variable and one or more explanatory variables. Several ordinal logistic models are available in Stata, such as the proportional odds, adjacent-category, and constrained continuation-ratio models. In this article, we present a command (ologitgof) that calculates four goodness-of-fit tests for assessing the overall adequacy of these models. These tests include an ordinal version of the Hosmer–Lemeshow test, the Pulkstenis–Robinson chi-squared and deviance tests, and the Lipsitz likelihood-ratio test. Together, these tests can detect several different types of lack of fit, including wrongly specified continuous terms, omission of different types of interaction terms, and an unordered response variable.

Goodness-of-Fit Tests for Ordinal Response Regression Models

1996 ◽  
Vol 45 (2) ◽  
pp. 175 ◽  
Author(s):  
Stuart R. Lipsitz ◽  
Garrett M. Fitzmaurice ◽  
Geert Molenberghs
Keyword(s):  
Regression Models ◽  
Goodness Of Fit ◽  
Ordinal Response ◽  
Goodness Of Fit Tests
Sign in / Sign up

Export Citation Format

Share Document