[R] [Q] Goodness-of-fit test of a logistic regression model using rms package
Hello, I was looking for a way to evaluate the goodness-of-fit of a logistic regression model. After googling, I found that I could use resid(fit, 'gof') method implemented in the rms package. However, since I am not used to the le Cessie-van Houwelingen normal test statistic, I do not know which statistic from the returned from the resid(fit, 'gof') call that I could use to evaluate the goodness of fit. When I ran the resid(fit, 'gof'), I got the following results: ## Sum of squared errors Expected value|H0SD 6844.684594 6805.672315 2.790969 Z P 13.978043 0.00 ## I tried to read the le Cessie and van Houwelingen's original paper, but I found that it required prerequisite knowledge I don't current have. Could someone explain how to interpret the results from resid(fit, 'gof') call? Any help would be much appreciated. Young-Jin Lee __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] [Q] Goodness-of-fit test of a logistic regression model using rms package
On Wed, 1 Sep 2010, GMail (KU) wrote: Hello, I was looking for a way to evaluate the goodness-of-fit of a logistic regression model. After googling, I found that I could use resid(fit, 'gof') method implemented in the rms package. However, since I am not used to the le Cessie-van Houwelingen normal test statistic, I do not know which statistic from the returned from the resid(fit, 'gof') call that I could use to evaluate the goodness of fit. When I ran the resid(fit, 'gof'), I got the following results: ## Sum of squared errors Expected value|H0SD 6844.684594 6805.672315 2.790969 Z P 13.978043 0.00 ## I tried to read the le Cessie and van Houwelingen's original paper, but I found that it required prerequisite knowledge I don't current have. Could someone explain how to interpret the results from resid(fit, 'gof') call? Any help would be much appreciated. Young-Jin Lee Young-Jin, I think everyone has trouble interpreting omnibus tests of lack of fit, so don't feel bad. You just know that something somewhere is probably wrong with the model. I focus on directed tests such as allowing all continuous variables to have nonlinear effects or allowing selected interactions, and finding out how important the complex model terms are. Frank Harrell __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] [Q] Goodness-of-fit test of a logistic regression model using rms package
... and, furthermore, in most real world situations there are several -- or even lots -- of quite different, incomparable models that give essentially equivalent fits. Distinguishing among the alternatives typically requires focused studies designed for the task. Indeed, as Brian Joiner remarked a long time ago (in a galaxy far away), Often, even the data aren't sufficient. (This a cryptic statistical in joke; example for the in-crowd: is it an outlier or an indication of curvature?). Cheers, Bert Bert Gunter Genentech Nonclinical Statistics On Wed, Sep 1, 2010 at 12:22 PM, Frank Harrell f.harr...@vanderbilt.edu wrote: On Wed, 1 Sep 2010, GMail (KU) wrote: Hello, I was looking for a way to evaluate the goodness-of-fit of a logistic regression model. After googling, I found that I could use resid(fit, 'gof') method implemented in the rms package. However, since I am not used to the le Cessie-van Houwelingen normal test statistic, I do not know which statistic from the returned from the resid(fit, 'gof') call that I could use to evaluate the goodness of fit. When I ran the resid(fit, 'gof'), I got the following results: ## Sum of squared errors Expected value|H0 SD 6844.684594 6805.672315 2.790969 Z P 13.978043 0.00 ## I tried to read the le Cessie and van Houwelingen's original paper, but I found that it required prerequisite knowledge I don't current have. Could someone explain how to interpret the results from resid(fit, 'gof') call? Any help would be much appreciated. Young-Jin Lee Young-Jin, I think everyone has trouble interpreting omnibus tests of lack of fit, so don't feel bad. You just know that something somewhere is probably wrong with the model. I focus on directed tests such as allowing all continuous variables to have nonlinear effects or allowing selected interactions, and finding out how important the complex model terms are. Frank Harrell __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
