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st: Goodness of fit for logistic model


From   Tim Wade <wadetj@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Goodness of fit for logistic model
Date   Thu, 19 May 2005 11:19:58 -0400

Hello statalisters: 
Non Stata question here--

Does anyone have advice or guidance about how one should determine the
number of groups for the Hosmer Lemeshow goodness of fit test? I have
over 21,000  records with 830 covariate patterns  so it seems like it
would be sensible to use more than 10 groups (the default), but I am
unsure of how many I should choose. Is there some kind of rule of
thumb for this determination?  From reveiwing the literature, it seems
most people just use 10.  I also know that one flaw of this test is
that the number of groupings can make large differences in the result.

Thanks very much for any ideas, Tim

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