Wednesday, March 28, 2007

Hosmer and Lemeshow Test

Hosmer-Lemeshow
test of goodness-of-fit can be performed by using the lackfit option after the model statement. This test divides subjects into deciles based on predicted probabilities, then computes a chi-square from observed and expected frequencies.
It tests the null hypothesis that there is no difference between the observed and predicted values of the response variable.Therefore, when the test is not significant, as in this example, we can not reject the null hypothesis and say that the model fits the data well. We can also request the generalized R-square measure for the model by
using rsquare option after the model statement. SAS gives the likelihood-based
pseudo R-square measure and its rescaled measure.

Categorical Data Analysis Using The SAS System
, by M. Stokes, C. Davis
and G. Koch offers more details on how the generalized R-square measures that
you can request are
constructed and how to interpret them.
proc logistic
data = hsb2;
class prog(ref='1') /param = ref;
model hiwrite(event='1') = female prog read math / rsq lackfit;
run;

1 comment:

Unknown said...

hi,
seems you didn't post notes here for a long time.
i am trying to find some codes of Hosmer Lemeshow test of goodness of fit. I am not so understand your codes:
class prog(ref='1') /param = ref;
what is prog and what is param? ref is observed value, right?
Thanks!
HP