sm.binomial.bootstrap: Bootstrap goodness-of-fit test for a logistic regression model.
Description
This function is associated with sm.logit
for the underlying fitting
procedure.
It performs a Pseudo-Likelihood Ratio Test for the goodness-of-fit of
a standard parametric logistic regression of specified degree
in the
covariate x
.Usage
sm.binomial.bootstrap(x, y, N=rep(1, length(x)), h, nboot=99,
degree=1, ...)
Arguments
x
vector of the covariate values
y
vector of the response values; they must be nonnegative integers.
h
the smoothing parameter; it must be positive.
N
a vector containing the binomial denominators.
If missing, it is assumed to contain all 1's.
nboot
number of bootstrap samples (default=100).
degree
specifies the degree of the fitted polynomial in x
on the logit scale
(default=1).
Value
- a list containing the observed value of the Pseudo-Likelihood Ratio Test
statistic, its observed p-value as estimated via the bootstrap method,
and the vector of estimated dispersion parameters when this value is not
forced to be 1.
synopsis
sm.binomial.bootstrap(x, y, N = rep(1, length(x)), h, nboot = 99, degree = 1,
fixed.disp = FALSE, family = binomial(logit), ...)Side Effects
Graphical output representing the bootstrap samples is produced on
the current graphical device.
The estimated dispersion parameter, the value of the test statistic
and the observed significance level are printed.Details
see Section 5.4 of the reference below.References
Bowman, A.W. and Azzalini, A. (1997).
Applied Smoothing Techniques for Data Analysis:
the Kernel Approach with S-Plus Illustrations.
Oxford University Press, Oxford.Examples
Run this codesm.binomial.bootstrap(concentration, dead, N, 0.5, nboot=50)
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