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RE: st: RE: calibration methods for binary LR model for very large N=50000


From   Kieran McCaul <kieran.mccaul@uwa.edu.au>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: calibration methods for binary LR model for very large N=50000
Date   Sat, 15 Feb 2014 07:10:37 +0800

...

Yes, their paper is limited to sample sizes <=25,000, but they do suggest some approaches that could be taken with samples larger than this in the Discussion on page 77.





-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Marcos Vinicius
Sent: Saturday, 15 February 2014 2:57 AM
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: RE: calibration methods for binary LR model for very large N=50000

test. .... We
are currently investigating strategies to extend the Hosmer–Lemeshow test beyond this limit.” Source:
Paul P, Pennell ML and Lemeshow S (2013).  Standardizing the power of the Hosmer-Lemeshow goodness of fit test in large data sets.  Stat Med 32(1): 67-80.

> -----Original Message-----
> From: kieran.mccaul@uwa.edu.au
> Sent: Fri, 14 Feb 2014 06:59:51 +0800
> To: statalist@hsphsun2.harvard.edu
> Subject: st: RE: calibration methods for binary LR model for very 
> large N
> 
> ...
> 
> Have a look at:
> Paul P, Pennell ML and Lemeshow S (2013).  Standardizing the power of 
> the Hosmer-Lemeshow goodness of fit test in large data sets.  Stat Med 32(1):
> 67-80.
> 
> 
> 
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Marcos 
> Vinicius
> Sent: Friday, 14 February 2014 4:01 AM
> To: STATA LIST
> Subject: st: calibration methods for binary LR model for very large N
> 
> Hello,
> I am conducting binary logistic regression in a dataset of
> N=50000;N_events=5500 Given the very large size  , I am not surprised 
> that the H-L statistic (for calibration) was highly significant.
> Does anyone know a Stata code  for an adequate calibration test or a 
> way to overcome this problem.
> 
> Any help would be greatly appreciated.
>  Thanks, Vinicius
> 
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