[R] model diagnostics for logistic regression
Frank E Harrell Jr
f.harrell at vanderbilt.edu
Wed Feb 14 04:15:44 CET 2007
Dylan Beaudette wrote:
> Greetings,
>
> I am using both the lrm() {Design} and glm( , family=binomial()) to perform a
> a logisitic regression in R. Apart from the typical summary() methods, what
> other methods of diagnosing logistic regression models does R provide? i.e.
> plotting an 'lm' object, etc.
The best way of checking fit in a lrm is to do directed regression tests
(e.g. extend linear effects into regression splines; interactions). An
omnibus test is in residuals.lrm as is partial residual plots.
>
> Secondly, is there any facility to calculate the R^{2)_{L} as suggested by
> Menard in "Applied Logistic Regression Analysis" (2002) ?
Don't know that paper but lrm has various indexes including
Nagelkerke-Maddala R^2.
Frank
>
> Any thought would be greatly appreciated.
>
> Cheers,
>
>
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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