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http://dx.doi.org/10.5351/KJAS.2013.26.6.889

Comparison of Goodness-of-Fit Tests using Grouping Strategies for Multinomial Logit Regression Model  

Song, Mi Kyung (Department of Biostatistics, Yonsei University College of Medicine)
Jung, Inkyung (Department of Biostatistics, Yonsei University College of Medicine)
Publication Information
The Korean Journal of Applied Statistics / v.26, no.6, 2013 , pp. 889-902 More about this Journal
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.
Keywords
Multinomial logit regression; goodness-of-fit test; grouping strategy; null distribution;
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