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Goodness of fit for the logistic regression model using relative belief
Luai Al-Labadi1, Zeynep Baskurt2, Michael Evans1
11Department of Statistical Sciences, University of Toronto, 100 St. George St., Toronto, M5S 3G3 Canada.
Abstract:
A logistic regression model is a specialized model for product-binomial data. When a proper, noninformative prior is placed on the unrestricted model for the product-binomial model, the hypothesis H 0 of a logistic regression model holding can then be assessed by comparing the concentration of the posterior distribution about H 0 with the concentration of the prior about H 0. This comparison is effected via a relative belief ratio, a measure of the evidence that H 0 is true, together with a measure of the strength of the evidence that H 0 is either true or false. This gives an effective goodness of fit test for logistic regression.
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