Stata 15 help for logistic estat gof

[R] estat gof -- Pearson or Hosmer-Lemeshow goodness-of-fit test

Syntax

estat gof [if] [in] [weight] [, options]

gof_options Description ------------------------------------------------------------------------- Main group(#) perform Hosmer-Lemeshow goodness-of-fit test using # quantiles all execute test for all observations in the data outsample adjust degrees of freedom for samples outside estimation sample table display table of groups used for test ------------------------------------------------------------------------- fweights are allowed; see weight. estat gof is not appropriate after the svy prefix.

Menu for estat

Statistics > Postestimation

Description

estat gof reports the Pearson goodness-of-fit test or the Hosmer-Lemeshow goodness-of-fit test.

estat gof requires that the current estimation results be from logistic, logit, or probit. For estat gof after poisson, see [R] poisson postestimation. For estat gof after sem, see [SEM] estat gof.

Options

+------+ ----+ Main +-------------------------------------------------------------

group(#) specifies the number of quantiles to be used to group the data for the Hosmer-Lemeshow goodness-of-fit test. group(10) is typically specified. If this option is not given, the Pearson goodness-of-fit test is computed using the covariate patterns in the data as groups.

all requests that the statistic be computed for all observations in the data, ignoring any if or in restrictions specified by the estimation command.

outsample adjusts the degrees of freedom for the Pearson and Hosmer-Lemeshow goodness-of-fit tests for samples outside the estimation sample. See Samples other than the estimation sample in [R] estat gof.

table displays a table of the groups used for the Hosmer-Lemeshow or Pearson goodness-of-fit test with predicted probabilities, observed and expected counts for both outcomes, and totals for each group.

Examples

Setup . webuse lbw

Fit logistic regression to predict low birth weight . logistic low age lwt i.race smoke ptl ht ui

Perform goodness-of-fit test . estat gof

Same as above, but use 10 quantiles . estat gof, group(10)

Same as above, but display table of groups used for test . estat gof, group(10) table

Stored results

estat gof stores the following in r():

Scalars r(N) number of observations r(m) number of covariate patterns or groups r(df) degrees of freedom r(chi2) chi-squared r(p) p-value for chi-squared test


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