On the consequences of model misspecification in logistic regression.

Logistic regression models are commonly used to study the association between a binary response variable and an exposure variable. Besides the exposure of interest, other covariates are frequently included in the fitted model in order to control for their effects on outcome. Unfortunately, misspecification of the main exposure variable and the other covariates is not uncommon, and this can adversely affect tests of the association between the exposure and response. We allow the term "misspecification" to cover a broad range of modeling errors including measurement errors, discretizing continuous explanatory variables, and completely excluding covariates from the model. This paper reviews some recent results on the consequences of model misspecification on the large sample properties of likelihood score tests of association between exposure and response.