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The use of cusums and other techniques in modelling continuous covariates in logistic regression.
Authors:P Royston
Institution:Department of Medical Physics, Royal Postgraduate Medical School, London, U.K.
Abstract:The assessment of continuous covariates singly as possible predictors in a multivariable logistic regression model is an important first step in the analysis. An approach to plotting which uses a cusum (cumulative sum) of the binary response variable is described. Extreme-deviation statistics associated with the cusum may be used to detect monotonic and non-monotonic trends. Probability plots of the covariate in the two groups defined by the response variable may help to determine the appropriate scale (transformation) of the covariate and to anticipate possible problems with the logistic fit. The ratio of the variances in the response/non-response groups is informative about the need for a quadratic term in the logistic model. Smoothed scatterplots of the response are valuable in displaying the observed and fitted values. The techniques are illustrated with two data sets.
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