I'm trying to do a Hosmer-Lemeshow 'goodness of fit' test on my logistic regression model.
I found some code here: http://sas-and-r.blogspot.com/2010/09/example-87-hosmer-and-lemeshow-goodness.html The R code is above is a little complicated for me but I'm having trouble with my answer: Hosmer-Lemeshow: p=0.6163585 le Cessie and Houwelingen test (Design library): p=0.2843620 The above link indicated they should be approximately equal which in my case they are not, any suggestions or is there a package function people would recommend in R for use with a logistic regression model? Thanks in advance, -Rob Schutt -------------------------------- Robert Schutt, MD, MCS Resident - Department of Internal Medicine University of Virginia, Charlottesville, Virginia ------------------ ######################################################## # Compute the Hosmer-Lemeshow 'goodness-of-fit' test cd.full_model = glm(formula = Collaterals ~ CHF + Age + CABG + relevel (as.factor (num.obst.vessels),"one") + Current.smoker + DM + HTN + ace.inhibitor + MI, family = binomial(link = "logit")) hosmerlem = function(y, yhat, g=10) { cutyhat = cut(yhat, breaks = quantile(yhat, probs=seq(0, 1, 1/g)), include.lowest=TRUE) obs = xtabs(cbind(1 - y, y) ~ cutyhat) expect = xtabs(cbind(1 - yhat, yhat) ~ cutyhat) chisq = sum((obs - expect)^2/expect) P = 1 - pchisq(chisq, g - 2) return(list(chisq=chisq,p.value=P)) } hosmerlem(y=Collaterals, yhat=fitted(cd.full_model)) ########################################################33 # Compute the le Cessie and Houwelingen test f <- lrm(Collaterals ~ CHF + Age + CABG + relevel (as.factor (num.obst.vessels),"one") + Current.smoker + DM + HTN + ace.inhibitor + MI, x=TRUE, y=TRUE) library(Design) resid(f, 'gof') Output: > hosmerlem(y=Collaterals, yhat=fitted(cd.full_model)) $chisq [1] 6.275889 $p.value [1] 0.6163585 > resid(f, 'gof') Sum of squared errors Expected value|H0 SD 118.5308396 118.3771115 0.1435944 Z P 1.0705717 0.2843620 -- View this message in context: http://r.789695.n4.nabble.com/Hosmer-Lemeshow-goodness-of-fit-tp3508127p3508127.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
