[R] More Logistic Regression Tools?

Ramón Casero Cañas 8-T at gmx.net
Thu Apr 6 23:26:22 CEST 2006

Frank E Harrell Jr wrote:
> Eric Rescorla <ekr at rtfm.com> wrote:
>> (2) I'd like to compute goodness-of-fit statistics for my fit
>> (Hosmer-Lemeshow, Pearson, etc.). I didn't see a package that
>> did this. Have I missed one?
> Hosmer-Lemeshow has low power and relies on arbitrary binning of
> predicted probabilities. The Hosmer-Le Cessie omnibus test is unique
> and has more power usually. To get it:
> f <- update(f, x=T, y=T)
> resid(f, 'gof') # uses residuals.lrm 

The documentation of the Design package, section residuals.lrm, says

    For the goodness-of-fit test, the le Cessie-van Houwelingen normal
test statistic for the unweighted
    sum of squared errors (Brier score times n) is used.

It is not clear to me whether the test implemented is for the statistic
with a constant kernel described in

S. le Cessie and J.C. van Houwelingen. A goodness-of-fit test for binary
regression models, based on smoothing methods. Biometrics, 47:1267­1282,
Dec 1991.

or the variation in

D.W. Hosmer, T. Hosmer, S. Le Cessie, and S. Lemeshow. A comparison of
goodness-of-fit tests for the logistic regression model. Statistics in
Medicine, 16:965­980, 1997.

Sorry, I couldn't get this from looking at the code either (I'm quite
new to R). Is the statistic tested the T defined by le Cessie and van


Ramón Casero Cañas


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