Re: [R] Logistic regression goodness of fit tests

2005-03-11 Thread Frank E Harrell Jr
Trevor Wiens wrote: On Thu, 10 Mar 2005 16:19:41 -0600 Frank E Harrell Jr [EMAIL PROTECTED] wrote: The goodness of fit test only works on prespecified models. It is not valid when stepwise variable selection is used (unless perhaps you use alpha=0.5). Perhaps I'm blind, but I can't find any

Re: [R] Logistic regression goodness of fit tests

2005-03-11 Thread Trevor Wiens
On Fri, 11 Mar 2005 07:32:30 -0500 Frank E Harrell Jr [EMAIL PROTECTED] wrote: What I mean is the effective significance level for keeping a variable in the model. Using AIC for one degree of freedom variables is effectively using an alpha of 0.16 if I recall properly. But I hope you got

[R] Logistic regression goodness of fit tests

2005-03-10 Thread Trevor Wiens
I was unsure of what suitable goodness-of-fit tests existed in R for logistic regression. After searching the R-help archive I found that using the Design models and resid, could be used to calculate this as follows: d - datadist(mydataframe) options(datadist = 'd') fit - lrm(response ~

Re: [R] Logistic regression goodness of fit tests

2005-03-10 Thread Roger Bivand
On Thu, 10 Mar 2005, Trevor Wiens wrote: I was unsure of what suitable goodness-of-fit tests existed in R for logistic regression. After searching the R-help archive I found that using the Design models and resid, could be used to calculate this as follows: d - datadist(mydataframe)

Re: [R] Logistic regression goodness of fit tests

2005-03-10 Thread Frank E Harrell Jr
Trevor Wiens wrote: I was unsure of what suitable goodness-of-fit tests existed in R for logistic regression. After searching the R-help archive I found that using the Design models and resid, could be used to calculate this as follows: d - datadist(mydataframe) options(datadist = 'd') fit -

Re: [R] Logistic regression goodness of fit tests

2005-03-10 Thread Trevor Wiens
On Thu, 10 Mar 2005 22:36:09 +0100 (CET) Roger Bivand [EMAIL PROTECTED] wrote: From one geographer to another, and being prepared to bow to better-founded explanations, you seem to have included a variable - the offending variable slr_mean - that is very highly correlated with another.

Re: [R] Logistic regression goodness of fit tests

2005-03-10 Thread Trevor Wiens
On Thu, 10 Mar 2005 16:19:41 -0600 Frank E Harrell Jr [EMAIL PROTECTED] wrote: The goodness of fit test only works on prespecified models. It is not valid when stepwise variable selection is used (unless perhaps you use alpha=0.5). Perhaps I'm blind, but I can't find any reference to an