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RE: st: RE: calibration methods for binary LR model for very large N=50000
From
Marcos Vinicius <[email protected]>
To
[email protected]
Subject
RE: st: RE: calibration methods for binary LR model for very large N=50000
Date
Tue, 18 Feb 2014 12:17:30 -0800
Very useful.
Many thanks,
Vinicius.
> -----Original Message-----
> From: [email protected]
> Sent: Sat, 15 Feb 2014 07:10:37 +0800
> To: [email protected]
> Subject: RE: st: RE: calibration methods for binary LR model for very
> large N=50000
>
> ...
>
> 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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