Message-ID: <20021122124446.62dfcfee.fharrell@virginia.edu>
Date: 2002-11-22T17:44:46Z
From: Frank E Harrell Jr
Subject: hosmer-lemeshow
In-Reply-To: <3DD0C9B500014DD9@mail-3.tiscalinet.it>
On Fri, 22 Nov 2002 17:37:55 +0100
stecalza at tiscali.it wrote:
> 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
>
I think I've posted this before, but the H-L test has disadvantages: low power, sensitive to arbitrary choices of intervals, other issues related to testing the model on the training data. The Hosmer-Le Cessie test is a one d.f. omnibus test of lack of fit for a binary logistic model that will generally have more power than H-L, and it does not require one to construct intervals of predicted probabilities. The new test is done by the residuals.lrm function in the Design library (http://hesweb1.med.virginia.edu/biostat/s/Design.html). Like all omnibus tests, it will have low power against directed alternatives (e.g., nonlinearity, nonadditivity).
--
Frank E Harrell Jr Prof. of Biostatistics & Statistics
Div. of Biostatistics & Epidem. Dept. of Health Evaluation Sciences
U. Virginia School of Medicine http://hesweb1.med.virginia.edu/biostat
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