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Re: st: Hosmer-Lemeshow test with clogit


From   Steven Samuels <sjhsamuels@earthlink.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Hosmer-Lemeshow test with clogit
Date   Wed, 6 Feb 2008 09:04:23 -0500

-linktest- will work after -clogit- and, in my experience, is a more powerful test of fit than the H-L test.

-Steven
On Feb 6, 2008, at 8:48 AM, Peter Dijkstra wrote:


Thanks Maarten, I found your post before but it does not give the answer I was looking for. I do need the Hosmer-Lemeshow test or something very similar, but I cannot find how to do this...
Cheers, Peter

-------- Original-Nachricht --------

Datum: Wed, 6 Feb 2008 13:39:27 +0000 (GMT)
Von: Maarten buis <maartenbuis@yahoo.co.uk>
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: Hosmer-Lemeshow test with clogit

--- Peter Dijkstra <ptdijkstra@gmx.net> wrote:
After a normal logit model you can use the Hosmer-Lemeshow test to
check the goodness-of-fit. However, I estimated a conditional logit
(clogit) model and am unable to use lfit (I still use Stata8, in
release 9 this corresponds to "estat gof"). Is there a similar test
available somewhere?
My very first post on statalist dealt with the Hosmer-Lemeshow
statistic:
http://www.stata.com/statalist/archive/2004-09/msg00533.html

(This post was a response to a question by Herve, who just today
started another thread on statalist)

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
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