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 "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
hosmer-lemeshow
2 messages · stefano iacus, Frank E Harrell Jr
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 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._