Linked Questions
16 questions linked to/from Goodness-of-fit test in Logistic regression; which 'fit' do we want to test?
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Goodness-of-fit tests for logistic regression [duplicate]
from my knowledge, there are two approaches to evaluating whether the model fits the data in logistic regression. First is the predictive power. Second is from using goodness-of-fit tests.
My ...
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Evaluating logistic regression and interpretation of Hosmer-Lemeshow Goodness of Fit
As we all know, there are 2 methods to evaluate the logistic regression model and
they are testing very different things
Predictive power:
Get a statistic that measures how well you can predict the ...
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What follows if we fail to reject the null hypothesis? [duplicate]
What conclusions can we draw if $p>\alpha$? Does not rejecting the $H_0$ mean anything?
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Area Under Curve ROC penalizes somehow models with too many explanatory variables?
I'm using Area Under Curve ROC as a performance measure of my classification algorithms (logistic regressions). Since I'm going to choose the model that maximize the Area Under Curve ROC, I would like ...
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Degrees of freedom of $\chi^2$ in Hosmer-Lemeshow test
The test statistic for the Hosmer-Lemeshow test (HLT) for goodness of fit (GOF) of a logistic regression model is defined as follows:
The sample is then split into $d=10$ deciles, $D_1, D_2, \dots ...
user83346
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Hosmer-Lemeshow vs AIC for logistic regression
If the Hosmer-Lemeshow indicates a lack of fit but the AIC is the lowest among all the models....should you still use the model?
If I delete a variable, the Hosmer-Lemeshow statistic is not ...
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Logistic regression with poor goodness of fit (hosmer lemeshow)?
I built a model with 9 categorical predictor variables. Using SPSS, my omnibus test was significant ($\chi^2$=220.01), my -2loglikelihood was 1335.2 (Nagelkerke $R^2$ 0.231), but my Hosmer and ...
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Rare event logistic regression bias: how to simulate the underestimated p's with a minimal example?
CrossValidated has several questions on when and how to apply the rare event bias correction by King and Zeng (2001). I am looking for something different: a minimal simulation-based demonstration ...
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How to compare (probability) predictive ability of models developed from logistic regression?
I know some well-known measures are $c$ statistic, Kolmogorov-Smirnov $D$ statistic. However, as far as I know, those statistics take into account only of the rank order of the observations, and is ...
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How to know if a statistic prediction is right?
The weather forecast predict the probability of rain or not for some day. If I could repeat the same day many times I could count how many times does it rain or not, so I could compare with the ...
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how to calculate R-squared in glm?
I came up with below for my glm analysis but I need to calculate R-squared to cite in the paper? anyone can help me with this please?
summary(lrfit)
Call:
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How to validate and compare models predicting a binary variable?
I have a question about determining which models are "better" and how to assess that info.
Let's say I have three models, each which predicts our bid on won ping. Our bid is a continuous variable and ...
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Interpretation of Hosmer Lemeshow (goodness-of-fit) Test from rms package
I applied a Hosmer-Lemeshow-Test (now named only goodness-of-fit?) provided by the RMS Package by Prof. Harrel. The p-values for my model were not significant, therefor applying the following link:
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Improve the goodness-of-fit of a logistical regression
I've been working on a data set with binary outcome. Logistic regression was used to fit the outcome with several covariates, all of which are categorical variables.
I tried to assess the goodness-...
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Hosmer Lemeshow for correlated data
Is it OK to use HL to judge the goodness-of-fit of a Logistic Regression when the data is a time series correlated from one period to another? I know that HL assumes independence of events, but I ...
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