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Re: st: hosmer lemshow goodness of fit statistics
From
Ari Samaranayaka <[email protected]>
To
<[email protected]>
Subject
Re: st: hosmer lemshow goodness of fit statistics
Date
Thu, 9 Jun 2011 10:31:06 +1200
As Steve says small Pvalues indicate lack of fit. Reference for HL
goodness fit test is Hosmer Jr., D. W., Lemeshow. S. 2000. Applied
Logistic Regression. 2nd ed. New York: Wiley. According to my experience
this test is very unreliable because Pvalue is very sensitive to the
groupings. In other words you decide the Pvalue. This fact is
acknowledged by the Hosmer and Lemeshow in a different publication.
However this test is still widely used for logistic regression (I would
say almost the standard) at least within the discipline of epidemiology.
I like others Stata users' comments on this test although this is not
specifically about Stata.
Ari
On 9/06/2011 9:20 a.m., Steven Samuels wrote:
No, just the reverse: small p-values indicate lack of fit. But Ann is asking for guidance on cut-points, and I know of none.
Steve
On Jun 8, 2011, at 6:34 AM, Yusvita Triwiadhian S. wrote:
Hi Ann
as i know,it depends on your alpha that you are using. if significancy
< alpha, it means the model fits the data well.
On Wed, Jun 1, 2011 at 2:00 AM, Fitzmaurice, Ann E.
<[email protected]> wrote:
Good evening
I have run a series of logistic regressions and obtained the HL GOF statistic, I have read in articles that "the HL GOF fits the data well" or that "the HL GOF statistic fits the data adequately"
Does anyone know if there are cut points for the definition of good fit, or adequate fit and if so what is the reference (s)
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--
Dr. Ari Samaranayaka
IPRU, Dept of Preventive and Social Medicine
University of Otago
Find out about the 11th World Conference on Injury Prevention and Safety Promotion by visiting www.safety2012.org.nz
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