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From |
Jim Hancock <jim.hancock@adelaide.edu.au> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Osius-Rojek, Stukel's goodness of fit tests for Logistic Regression |

Date |
Mon, 11 Oct 2004 17:51:04 +0930 |

Dear Brian I can't answer your specific question on how to implement these tests, but one interesting consideration of goodness-of-fit (as opposed to significance) is J.S. Cramer (1999), 'Predictive performance of the binary logit model in unbalanced samples', The Statistician, 48, Part 1, pp. 85-94. He proposes a measure 'lambda' which is a measure of how much better your model does than if you just used uniform probabilities to predict the binary outcome. If you do no better than the naive 'uniform probability' assumption lambda is zero; if you improve by 100 per cent (i.e. predict perfectly) lambda is 1. He argues that lambda is analagous to R-squared in linear regression. I've used this on large unit record databases where the regressions are highly significant but the lambda is very low, with the model predicting only 5% better than the naive uniform probability assumption - obviously a significant qualification to the high statistical significance. Hope this helps Jim > > Date: Sun, 10 Oct 2004 08:18:51 +0000 > From: brian.h.nathanson@att.net > Subject: st: Osius-Rojek, Stukel's goodness of fit tests for Logistic Regression > > - --NextPart_Webmail_9m3u9jl4l_1967_1097396331_0 > Content-Type: text/plain > Content-Transfer-Encoding: 8bit > > Dear Colleagues: > Does anyone know how to implement an Osius-Rojek goodness of fit test (it is a normal approximation to the Pearson Chi-square statistic) for a logistic regression model using Stata commands? How about Stukel's test? I'm constructing a logistic regression model on a very large database and the Hosmer Lemeshow statistic indicates that the model does not "fit", however this is in part due to the sample size of the model. Hosmer and Lemeshow in their textbook, Applied Logistic Regression, recommend two other goodness of fit tests to go with their statistic, Osius-Rojek and Stukel. Any help that you can give me in implementing either of these tests, or any advice on using Stata to assess the goodness of fit in a logistic regression model when the sample size is large would be greatly appreciated. Thanks! > -Brian -- Jim Hancock Deputy Director South Australian Centre for Economic Studies PO Box 125 RUNDLE MALL SA 5000 Ph: +61 8 8303 5515 Fax: +61 8 8232 5307 Email: jim.hancock@adelaide.edu.au ----------------------------------------------------------- This email message is intended only for the addressee(s) and contains information that may be confidential and/or copyright. If you are not the intended recipient please notify the sender by reply email and immediately delete this email. Use, disclosure or reproduction of this email by anyone other than the intended recipient(s) is strictly prohibited. No representation is made that this email or any attachments are free of viruses. Virus scanning is recommended and is the responsibility of the recipient. * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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