Frank E Harrell Jr wrote:
> 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}
Thanks for the citation.
/Paul
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