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st: RE: calibration methods for binary LR model for very large N


From   Kieran McCaul <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: RE: calibration methods for binary LR model for very large N
Date   Fri, 14 Feb 2014 06:59:51 +0800

...

Have a look at:
Paul P, Pennell ML and Lemeshow S (2013).  Standardizing the power of the Hosmer-Lemeshow goodness of fit test in large data sets.  Stat Med 32(1): 67-80.



-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Marcos Vinicius
Sent: Friday, 14 February 2014 4:01 AM
To: STATA LIST
Subject: st: calibration methods for binary LR model for very large N

Hello,
I am conducting binary logistic regression in a dataset of N=50000;N_events=5500 Given the very large size  , I am not surprised that the H-L statistic (for calibration) was highly significant.
Does anyone know a Stata code  for an adequate calibration test or a way to overcome this problem.

Any help would be greatly appreciated.
 Thanks, Vinicius

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