改进Hosmer-Lemeshow适合性测试在大型模型中,复制了伯努利试验
Nikola Surjanovic1, Thomas M Loughin2
1Department of Statistics, University of British Columbia, Vancouver, British Columbia, Canada.
Journal of applied statistics
|June 5, 2024
概括
霍斯默-莱梅斯霍夫 (HL) 试验
科学领域:
- 统计 统计 统计 统计
- 生物统计学 生物统计学
- 流行病学 流行病学
背景情况:
- 霍斯默-莱梅肖 (Hosmer-Lemeshow,简称HL) 测试是用于后勤回归模型的标准适合性统计数据.
- 评估模型匹配对于可靠的统计推理至关重要.
研究的目的:
- 调查模型复杂性和二进制复制对Hosmer-Lemeshow测试性能的影响.
- 在特定场景中评估一个通用的Hosmer-Lemeshow (GHL) 测试,以提高功率.
主要方法:
- 进行了模拟研究,以评估不同模型复杂度的I型错误率和功率.
- 标准HL测试的性能与一般化版本 (GHL测试) 的性能进行了比较.
- 这两种测试都应用于真实世界的数据集进行验证.
主要成果:
- 标准HL测试显示,当二进制复制品存在时,模型复杂性随着模型复杂性的增加而降低功率.
- 一般化HL (GHL) 测试表明,在存在二进制复制品和大样本大小的情况下,功率保留得到了改善.
- 模拟结果通过对现实数据集的分析得到证实.
结论:
- 标准HL测试的功率随着模型复杂度和二进制复制的增加而减少.
- 对于具有二进制复制值或集群共变量的逻辑回归模型,特别是具有较大的样本大小的物流回归模型,建议使用GHL测试.
- 根据数据特征,提供了在HL和GHL测试之间进行选择的指导.
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