Logistic Regression (Hosmer-Lemeshow)

Logistic Regression (Hosmer-Lemeshow)

Post by Popovic, Jennifer, VBAVAC » Wed, 09 Sep 1998 04:00:00



Pages 63-64 in the SPSS Professional Statistics 7.5 book explain the H-L
test.

Jennifer R. Popovic
Statistician
Surveys and Research Staff
Veterans Benefits Administration

>----------

>Sent:  Tuesday, September 08, 1998 4:25 PM

>Subject:       Logistic Regression (Hosmer-Lemeshow)

>Can someone tell me where I can find out how SPSS (7.5) computes the
>Hosmer-Lemeshow goodness-of-fit statistics?  I can't quite reconcile what
>I am getting with H&L's description of the statistic.

>Thanks...

>+++++++++++++
>Rob Foss, Ph.D.
>Research Scientist
>UNC Highway Safety Research Center
>730 Airport Road, CB #3430
>Chapel Hill, NC 27599-3430
>919-962-8702
>919-962-8710 (Fax)

 
 
 

Logistic Regression (Hosmer-Lemeshow)

Post by Foss, Ro » Wed, 09 Sep 1998 04:00:00


Can someone tell me where I can find out how SPSS (7.5) computes the
Hosmer-Lemeshow goodness-of-fit statistics?  I can't quite reconcile what
I am getting with H&L's description of the statistic.

Thanks...

+++++++++++++
Rob Foss, Ph.D.
Research Scientist
UNC Highway Safety Research Center
730 Airport Road, CB #3430
Chapel Hill, NC 27599-3430
919-962-8702
919-962-8710 (Fax)

 
 
 

1. hosmer-lemeshow statistic in hierarchical stepwise logistic regression

Hello to all,

I'm curious about a difference in the Hosmer-Lemeshow
statistic when I run a hierarchical
(backward) stepwise logistic regression versus
running the final step of the individual blocks from the
just-described analysis separately.

Here's what I'm doing:

Method A: Hierarchical backward stepwise

logistic regression=nev_ever
/METHOD=BSTEP(LR)  premed_r agedevn pre pses famins hit g12_r casb
/CONTRAST (premed_r)=Indicator(1)
/method=bstep(lr) combat atroc threat malev inj peri
/method=bstep(lr)  emosshom insthome emossnow instnow strss pst recevent sevdep
/contrast (sevdep)=indicator(1)
/method=bstep(lr) treat
/contrast (treat)=indicator(1)
/print=goodfit ci(95) summary.

Method B:  Entering the variables retained at each of the 4 blocks
in the above analysis, done separately for each block.  (I was
doing this in order to get the predicted values for each block).

/* step 1 */
/* using the variables retained at block 1 in Method A analysis */

logistic regression var=nev_ever
/method=enter agedevn pre pses famins casb
/print goodfit
/save pred(st1_nev).

/* step 2 */

logistic regression var=nev_ever
/method=enter agedevn pre pses famins casb threat peri
/print=goodfit
/save pred(st2_nev).

/* step 3 */

logistic regression var=nev_ever
/method=enter agedevn pre pses famins casb threat peri emosshom pst sevdep
/contrast(sevdep)=indicator(1)
/print=goodfit
/save pred(st3_nev).

(no variables entered at step 4)

The sample size is identical in the final step, as is the rest of the
output (slopes, sig. tests, classification table)...I'm quite puzzled.

Thanks in advance for any help you can provide,

Carole Lunney.

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