Re: Binary Logistic Regression Lack of Fit

Paul Rubin wrote:
> Bob wrote:
>> What is the impact of a significant (p < .05)  Hosmer-Lemeshow
>> goodness of fit test on the parameter estimates of a binary logistic
>> regression model? Thanks!
> 
> I'm not sure it's appropriate to think in terms of the parameter 
> estimates.  Rejection of the null hypothesis indicates that the binary 
> logistic model is inappropriate (subject to the usual qualifier about 
> Type I risk).  I suppose that might be due to estimation error, but my 
> first inclination would be to interpret it as indicating model 
> misspecification -- wrong combination of variables, wrong functional 
> form, maybe wrong link function.
> 
> /Paul

This test is now obsolete and should be replaced with guided tests of 
departures from the model (relaxing the linearity or additivity 
assumptions) or by the following which is implemented in the R and 
S-Plus Design package's residuals.lrm function -Frank Harrell


@[EMAIL PROTECTED]
   author = {Hosmer, D. W. and Hosmer, T. and {le Cessie}, S. and 
Lemeshow, S.},
   year = 1997,
   title = {A comparison of goodness-of-fit tests for the logistic 
regression
           model},
   journal = Stat in Med,
   volume = 16,
   pages = {965-980},
   annote = {goodness-of-fit for binary logistic model;difficulty with
            Hosmer-Lemeshow statistic being dependent on how groups are
            defined;sum of squares test;***ulative sum test;invalidity 
of naive
            test based on deviance;goodness-of-link function;simulation 
setup}