On Thu, May 30, 2013 at 3:29 AM, Marco Pomati <ptxmp@bristol.ac.uk> wrote:

> a) I've recently come across the global Goodness-of-ﬁt tests for complex
> survey logistic regression. Has it been implemented in R?
>
>
It's quite hard to definitively say that something hasn't been implemented
in R, but I haven't implemented it, and I'd be a bit surprised if someone
else had without asking me about it.

It looks from the paper as though the 'mean residual test' could be
implemented fairly easily.  If I have read it correctly, then

r <- residuals(model, type="response")
f<-fitted(model)
g<- cut(f, c(-Inf, quantile(f,  (1:9)/10, Inf))

# now create a new design object with r and g added as variables

decilemodel<- svyglm(r~g, design=newdesign)
regTermTest(decilemodel, ~g)

is the F-adjusted mean residual test from that paper.


> I'm asking because I've fitted a logistic model that's been used many times
> before (on random samples)  to a strartified clustered one. Global fit
> indices were generally reported so unfortunately I need to carry out a
> couple of comparable tests...
> b) Besides the use of regTermTest (survey package) on independent
> variables, do you think that emulating the Chi-Square Goodness Of Fit Test
> on the final model in the following way makes sense?
>
> library(survey)
> data(api)
> dclus2<-svydesign(id=~dnum+snum, weights=~pw, data=apiclus2)
> a<-svyglm(sch.wide~1, design=dclus2,family=quasibinomial()) #Null model
> c<-svyglm(sch.wide~ell*meals, design=dclus2,family=quasibinomial())
> anova(a,c)
>

That's not really a goodness of fit test, it's a test of whether the model
is better than nothing.  It should agree with regTermTest(method="LRT"),
because that's how it is implemented when the models are 'syntactically'
nested, ie, when you can tell just from the model formula that they are
nested.  (examples of models that are nested but not syntactically nested
would be a linear term and a spline)


I'm not generally a fan of global goodness-of-fit tests, but this is
straightforward enough that I might add it to the survey package (though
that's not going to happen for a month or so).

  -thomas

-- 
Thomas Lumley
Professor of Biostatistics
University of Auckland

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