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osiuu
2002 Jan 13
0
weighted regression: Osius & Rojek's test for logistic regression models
Dear all,
I am trying to implement goodness-of-fit tests for logistic regression
models described in : Hosmer, D.W., Lemeshow, S., 2000. Applied logistic
regression. New-York, John Wiley & Sons, Inc., 373 p. (pp. 152-154)
Namely I would like to reproduce Osius & Rojek's test (Osius, G., Rojek,
D., 1992. Normal goodness-of-fit tests for multinomial models with large
degrees of freedom. JASA, 87: 1145:1152.). This test involves a weighted
linear regression of the transformed fitted probabilities against
covariates, from which residual sum of square...