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st: Calibration and discrimination in logistic regression - McKelvey R^2

From   Mikkel Brabrand <>
To   "" <>
Subject   st: Calibration and discrimination in logistic regression - McKelvey R^2
Date   Sat, 25 Aug 2012 09:17:49 +0200

I've developed a risk stratification score predicting short term mortality
in medical patients using logistic regression. The system was developed in a
development cohort and validated in two independent cohorts. To test the
model, I would like to calculate various markers for calibration and

Calculating area under the receiver operating characteristic (ROC) curve and
Hosmer-Lemeshow goodness of fit as well as Brier score has been done, but I
have been unable to calculate McKelvey R^2 in the validation cohorts. I've
only located the command fitstat to calculate McKelvey R^2 but as far as
I've found out, it can only be used in the original regression and not in
the validations. 

I have all my data in a single dataset with the different cohorts identified
by the variable cohort, with 1 = development, 2 = validation 1, 3 =
validation 2. 

The model was developed using xi: logistic outcome var1 var2 i.var3 var4
var5 if cohort == 1
If I run fitstat after this command, I get data for the development cohort,
but how to calculate it for cohorts 2 and 3? fitstat if cohort == 2 does

Please help!

Thanks in advance!

Mikkel Brabrand

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