On 9 Jun 2003 22:18:02 -0700

> Sorry to cross post, but I need some help badly. I am currently

> evaluating a predictive model that was built using logistic

> regression, and using the HL test statistic to do this. I, however,

> have found that the larger the sample size that I get, the smaller the

> value of the statistic.

> Has anyone experienced a similar problem? TO me, it does not make

> sense that the larger the sample, and given similar patterns in

> observed and expected values, we should observe a significantly

> different HL statistic; however that is exactly what I am getting.

> Any comments / suggestions on why could this be happening will be most

> appreciated!!

> Diego Villaveces

The H-L test is largely obsolete, having been replaced by specific directed tests of lack of fit and by the new test described in:

author = {Hosmer, D. W. and Hosmer, T. and {le Cessie}, S. and Lemeshow, S.},

year = 1997,

title = {A comparison of goodness-of-fit tests for the logistic regression

model},

journal = Statistics in Medicine,

volume = 16,

pages = {965-980},

annote = {goodness-of-fit for binary logistic model;difficulty with

Hosmer-Lemeshow statistic being dependent on how groups are

defined;sum of squares test;cumulative sum test;invalidity of naive

test based on deviance;goodness-of-link function;simulation setup}

Quote:}

The new one degree of freedom test is implemented in R and S-Plus in the Design library's residuals.lrm function.

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Frank E Harrell Jr Prof. of Biostatistics & Statistics

Div. of Biostatistics & Epidem. Dept. of Health Evaluation Sciences

U. *ia School of Medicine http://www.veryComputer.com/.*ia.edu/biostat