Linked Questions

1 vote
0 answers

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 ...
Rey's user avatar
  • 111
27 votes
3 answers

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 ...
Samoth's user avatar
  • 403
16 votes
3 answers

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?
Anton Andreev's user avatar
7 votes
5 answers

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 ...
Luca Dibo's user avatar
  • 537
34 votes
2 answers

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 ...
user avatar
13 votes
1 answer

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 ...
Thomas's user avatar
  • 373
5 votes
1 answer

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 ...
Tamara29's user avatar
  • 111
19 votes
3 answers

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 ...
zkurtz's user avatar
  • 2,140
6 votes
2 answers

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 ...
Clark Chong's user avatar
7 votes
3 answers

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 ...
Rafael's user avatar
  • 73
0 votes
3 answers

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: ...
moradi614's user avatar
5 votes
1 answer

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 ...
ATMathew's user avatar
  • 2,635
2 votes
0 answers

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: ...
Nuke's user avatar
  • 87
1 vote
0 answers

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-...
askming's user avatar
  • 647
1 vote
1 answer

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 ...
user93611's user avatar

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