So what I'm looking for is readily available tools/packages that could produce some of the following:
3.6 Summary of Useful Commands (STATA: Source: http://www.ats.ucla.edu/stat/Stata/webbooks/logistic/chapter3/statalog3.htm) * linktest--performs a link test for model specification, in our case to check if logit is the right link function to use. This command is issued after the logit or logistic command. * lfit--performs goodness-of-fit test, calculates either Pearson chi-square goodness-of-fit statistic or Hosmer-Lemeshow chi-square goodness-of-fit depending on if the group option is used. * fitstat -- is a post-estimation command that computes a variety of measures of fit. * lsens -- graphs sensitivity and specificity versus probability cutoff. * lstat -- displays summary statistics, including the classification table, sensitivity, and specificity. * lroc -- graphs and calculates the area under the ROC curve based on the model. * listcoef--lists the estimated coefficients for a variety of regression models, including logistic regression. * predict dbeta -- Pregibon delta beta influence statistic * predict deviance -- deviance residual * predict dx2 -- Hosmer and Lemeshow change in chi-square influence statistic * predict dd -- Hosmer and Lemeshow change in deviance statistic * predict hat -- Pregibon leverage * predict residual -- Pearson residuals; adjusted for the covariate pattern * predict rstandard -- standardized Pearson residuals; adjusted for the covariate pattern * ldfbeta -- influence of each individual observation on the coefficient estimate ( not adjusted for the covariate pattern) * graph with [weight=some_variable] option * scatlog--produces scatter plot for logistic regression. * boxtid--performs power transformation of independent variables and performs nonlinearity test. But, since I'm new to GLM, I owuld greatly appreciate how you/others go about and test the validity of a GLM model. On Feb 18, 1:18 am, Jay <josip.2...@gmail.com> wrote: > Hello, > > Are there any packages/functions available for testing the assumptions > underlying assumptions for a good GLM model? Like linktest in STATA > and smilar. If not, could somebody please describe their work process > when they check the validity of a logit/probit model? > > Regards, > Jay > > ______________________________________________ > r-h...@r-project.org mailing listhttps://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guidehttp://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ 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.
