search for: cessi

...(2) I'd like to compute goodness-of-fit statistics for my fit >> (Hosmer-Lemeshow, Pearson, etc.). I didn't see a package that >> did this. Have I missed one? > > Hosmer-Lemeshow has low power and relies on arbitrary binning of > predicted probabilities. The Hosmer-Le Cessie omnibus test is unique > and has more power usually. To get it: > > f <- update(f, x=T, y=T) > resid(f, 'gof') # uses residuals.lrm The documentation of the Design package, section residuals.lrm, says <CITE> Details For the goodness-of-fit test, the le Cessie-...

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: ##################...

...#39;goodness of fit' test on my logistic regression model. I found some code here: http://sas-and-r.blogspot.com/2010/09/example-87-hosmer-and-lemeshow-goodness.html The R code is above is a little complicated for me but I'm having trouble with my answer: Hosmer-Lemeshow: p=0.6163585 le Cessie and Houwelingen test (Design library): p=0.2843620 The above link indicated they should be approximately equal which in my case they are not, any suggestions or is there a package function people would recommend in R for use with a logistic regression model? Thanks in advance, -Rob Schutt ----...

I am trying to test goodness of fit for my legalistic regression using several options as shown below.  Hosmer-Lemeshow test (whose function I borrowed from a previous post), Hosmer–le Cessie omnibus lack of fit test (also borrowed from a previous post), Pearson chi-square test, and deviance test.  All the tests, except the deviance tests, produced p-values well above 0.05.  Would anyone please teach me why deviance test produce p-values such a small value (0.001687886) that suggest la...

Dear R - help, I am working on the Credit scorecard model. I am using the Logistic regression to arrive at the regression coefficients model. I want to use the Hosmer - Lemeshow test . In order to understand the use of R - language, I had referred the following URL       http://www.stat.sc.edu/~hitchcock/diseaseoutbreakRexample704.txt The related data 'diseaseoutbreak' is available

Hello, My name is IKJIN LEE and I am studying in University of Iowa. Recently, I have been trying to prove the fact d F(x, y; rho) / d rho = f(x, y; rho), but I could not. In the mean time, I found that Professor S. Le Cessie from Netherlands kindly gave you an elegant proof of d F(x, y; rho) / d rho = f(x, y; rho). If you don't mind, can I know the proof? IKJIN LEE

i want to know how to use the Hosmer?Lemeshow test? in R. Can anyone show me the program to me and tell me how to use it? -- View this message in context: http://www.nabble.com/HOW-to-use-the-Hosmer%E2%80%93Lemeshow-test%E2%80%8F-in-R-tp19675283p19675283.html Sent from the R help mailing list archive at Nabble.com.

Hi eveybody. I've seen posted before the same question, but no answer. Is there anybody who has implemented the Hosmer-Lemeshow test in R? TIA, Stefano -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the

Suppose F(x, y; rho) is the cdf of a bivariate normal distribution, with standardized marginals and correlation parameter rho. For any fixed x and y, I wonder if F(x, y; rho) is a monotone increasing function of rho, i.e., there is a 1 to 1 map from rho to F(x, y; rho). I explored it using the function pmvnorm in package mvtnorm with different x and y. The plot suggests the statement may be true.

I've been using R to do logistic regresssion, and that's working well, but there are two things I haven't figured out how to do. (1) Is there some pre-existing function that will let you compute the odds ratios and confidence intervals for them for a specific fit. I know how to do this manually or even write a function that I can call with the coefficients and se, but