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RE: st: RE: calibration methods for binary LR model for very large N=50000
From
Kieran McCaul <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: RE: calibration methods for binary LR model for very large N=50000
Date
Sat, 15 Feb 2014 07:10:37 +0800
...
Yes, their paper is limited to sample sizes <=25,000, but they do suggest some approaches that could be taken with samples larger than this in the Discussion on page 77.
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Marcos Vinicius
Sent: Saturday, 15 February 2014 2:57 AM
To: [email protected]
Subject: RE: st: RE: calibration methods for binary LR model for very large N=50000
test. .... We
are currently investigating strategies to extend the Hosmer–Lemeshow test beyond this limit.” Source:
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]
> Sent: Fri, 14 Feb 2014 06:59:51 +0800
> To: [email protected]
> Subject: st: RE: calibration methods for binary LR model for very
> large N
>
> ...
>
> 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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