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RE: st: hosmer lemshow goodness of fit statistics


From   "Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: hosmer lemshow goodness of fit statistics
Date   Thu, 9 Jun 2011 09:31:01 -0700

There's an interesting article from 1998 in JASA by Ye on generalized d.f. which suggests that finding knot locations costs about 3 d.f. 

Tony

Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Steven Samuels
Sent: Wednesday, June 08, 2011 2:21 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: hosmer lemshow goodness of fit statistics


No, just the reverse: small p-values indicate lack of fit.  But Ann is asking for guidance on cut-points, and I know of none.

Steve




On Jun 8, 2011, at 6:34 AM, Yusvita Triwiadhian S. wrote:

Hi Ann

as i know,it depends on your alpha that you are using. if significancy
< alpha, it means the model fits the data well.

On Wed, Jun 1, 2011 at 2:00 AM, Fitzmaurice, Ann E.
<a.e.fitzmaurice@abdn.ac.uk> wrote:
> Good evening
> 
> I have run a series of logistic regressions and obtained the HL GOF statistic, I have read in articles that "the HL GOF fits the data well" or that "the HL GOF statistic fits the data adequately"
> 
> Does anyone know if there are cut points for the definition of good fit,  or adequate fit and if so what is the reference (s)
> 


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