[R] Hosmer- Lemeshow test

[Frank E Harrell Jr]

saggak wrote:
> 
> Dear Mr Frank,
>  
> I thank you for your prompt reply. However, I am not able to understand 
> (may be since for me R is a new venture) the contents of your reply. If 
> its a book you are referring to, I don't have access to it. How do I get 
> @ARTICLE{hos97com and how do I run it in R?
>  
> Thanking you in adavance
>  
> With regards
>  
> Saggak

The article is in the journal Statistics in Medicine.  I mentioned how 
to run it.  Here is an example:

library(Design)  # also requires Hmisc package
f <- lrm(y ~ x1+x2*pol(x3,2), x=TRUE, y=TRUE)
resid(f, 'gof')

Frank
>  
> 
> 
> --- On *Tue, 16/9/08, Frank E Harrell Jr /<f.harrell at vanderbilt.edu>/* 
> wrote:
> 
>     From: Frank E Harrell Jr <f.harrell at vanderbilt.edu>
>     Subject: Re: [R] Hosmer- Lemeshow test
>     To: saggak1908 at yahoo.co.in
>     Cc: "R list" <r-help at stat.math.ethz.ch>
>     Date: Tuesday, 16 September, 2008, 4:38 PM
> 
>     saggak wrote:
>     > Dear R - help,
>     > 
>     > I am working on the Credit scorecard model. I am using the Logistic
>     regression to arrive at the regression coefficients model.
>     > 
>     > I want to use the Hosmer - Lemeshow test . 
>     > 
>     > In order to understand the use of R - language, I had referred the
>     following URL 
>     > 
>     > Â Â Â Â Â 
>     http://www.stat.sc.edu/~hitchcock/diseaseoutbreakRexample704.txt
>     > 
>     > The related data 'diseaseoutbreak' is available at the following
>     URL
>     > 
>     > Â Â Â Â Â Â 
>     http://www.stat.sc.edu/~hitchcock/diseaseoutbreakdata.txt
>     > 
>     > The R code as mentioned therein is
>     > 
>     > ####
>     > # A function to do the Hosmer-Lemeshow test in R.
>     > # R Function is due to Peter D. M. Macdonald, McMaster University.
>     > # 
>     > hosmerlem <-
>     > function (y, yhat, g = 10) 
>     > {
>     >     cutyhat <- cut(yhat, breaks = quantile(yhat, probs = seq(0, 
>     >         1, 1/g)), include.lowest = T)
>     >     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)
>     >     c("X^2" = chisq, Df = g - 2, "P(>Chi)" = P)
>     > }
>     > #
>     > ######
>     > 
>     > # Doing the Hosmer-Lemeshow test
>     > # (after copying the above function into R):
>     > 
>     > hosmerlem(disease, fitted(disease.logit))
>     > However when I ran these commands / functions in R, I got following errors
>     > 
>     > Error in model.frame.default(formula = cbind(1 - y, y) ~ cutyhat) : 
>     > Â  invalid type (list) for variable 'cbind(1 - y, y)'
>     > 
>     > Can anyone please guide me as to how to run Hosmer- Lemeshow test, as also
>     how to find out the other usual logistic regression related "Log -
>     likelihood, AIC, Pseudo R etc"?
>     > 
>     > Thanking you all in advance
>     > 
>     > Saggak
> 
>     That test is too dependent on cutpoints and does not have adequate power 
>     .  I recommend replacing it with
> 
>     @ARTICLE{hos97com,
>        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}
> 
>     which is implemented in the residuals.lrm function in the Design package.
> 
> 
>     -- 
>     Frank E Harrell Jr   Professor and Chair           School of Medicine
>                           Department of Biostatistics   Vanderbilt University
>