The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Comparison of Goodness-of-Fit Tests using Grouping Strategies for Multinomial Logit Regression Model

다항 로짓 회귀모형에서의 그룹화 전략을 이용한 적합도 검정 방법 비교

  • Song, Mi Kyung (Department of Biostatistics, Yonsei University College of Medicine) ;
  • Jung, Inkyung (Department of Biostatistics, Yonsei University College of Medicine)
  • 송미경 (연세대학교 의과대학 의학통계학과) ;
  • 정인경 (연세대학교 의과대학 의학통계학과)
  • Received : 2013.07.11
  • Accepted : 2013.10.15
  • Published : 2013.12.31
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Abstract

Several goodness-of-fit test statistics have been proposed for a multinomial logit regression model; however, the properties of the proposed tests were not adequately studied. This paper evaluates three different goodness-of-fit tests using grouping strategies, proposed by Fagerland et al. (2008), Bull (1994), and Pigeon and Heyse (1999). In addition, Pearson (1900)'s method is also examined as a reference. Simulation studies were conducted to evaluate the four methods in terms of null distribution and power. A real data example is presented to illustrate the methods.

지금까지 제안되어 있는 다항 로짓 회귀모형의 적합도 검정 방법들에 대하여 저자들이 제안한 방법들이 타당한지를 확인하고자 본 연구를 진행하였다. 여러 검정 통계량들 중 그룹화 전략을 이용한 통계량들 (Fagerland 등, 2008; Bull, 1994; Pigeon과 Heyse, 1999)을 선정하였고, 이러한 통계량의 기반이 되는 피어슨 ${\chi}^2$ 통계량 또한 같이 비교하였다. 제안된 분포가 모의실험의 상황 하에 얻어지는 귀무분포와 유사한지, 그리고 부적절한 모형의 판별을 적절히 수행하는지에 대하여 확인하였으며, 실제 자료에 세 가지 방법을 적용한 결과를 비교, 평가하였다.

Keywords

References

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