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Re: st: Goodness of fit


From   Neil Shephard <nshephard@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Goodness of fit
Date   Tue, 3 May 2011 13:24:32 +0100

On Tue, May 3, 2011 at 1:02 PM, mikkelbrabrand <mikkel@brabrand.net> wrote:
> I have developed a risk scoring system that I'm trying to validate. It was
> originally developed in one cohort, and I am now validating it in a new,
> independent, cohort. However, I am unsure how to test for goodness-of-fit
> using Hosmer-Lemeshow's test.
>
> First question: When validating my score, is it not correct that I should
> use
> the observed mortality (my endpoint) from the development cohort to estimate
> the expected mortality in my validation cohort?
>
> Second question: When calculating the Chi-square between the observed and
> expected mortality, should my formula not be: (observed-expected)^2/
> (expected*1-expected/N (in this stratum))?
>
> Third question: How many degrees of freedome should I use? When I read the
> book by Hosmer and Lemeshow (Applied logistic regression), in the section on
> validation in an external cohort, I understand that the number of groups
> equal the degrees of freedom, which in different from the ordinary method in
> which the degrees of freedom is groups-2. Is this correct?

You might want to check out -man logistic postestimation##estatgof-
which implements the Hosmer-Lemeshow test (and permits you to specify
the number of quantiles, and hence degrees of freedom).

If you didn't know this existed you could have searched for it within
Stata using -findit hosmer- and sifter through the results.

Neil


-- 
“Truth in science can be defined as the working hypothesis best suited
to open the way to the next better one.” - Konrad Lorenz

Email - nshephard@gmail.com
Website - http://kimura.no-ip.org/
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