| Date: | Wed, 24 Sep 1997 17:07:07 -0500 |
| Reply-To: | "Nichols, David" <nichols@SPSS.COM> |
| Sender: | "SPSSX(r) Discussion" <SPSSX-L@UGA.CC.UGA.EDU> |
| From: | "Nichols, David" <nichols@SPSS.COM> |
| Subject: | Re: Help! goodness of fit in Logistic Regression |
|
In the initial versions of LOG REG, we followed some claims
in the literature to the effect that you could use the -2LL
and Pearson GOF statistics to test model fit. This does not
work for case by case data; the statistics don't follow the
presumed distributions under the null. So we dropped the df
and significance values for these for later releases. The
Model chi^2 is like the overall F-test in a linear regression
(assuming the model was fitted with one METHOD subcommand),
so it's comparing two nested models and is fine, but it
doesn't test goodness of fit of the model. There's a macro
you can use to do a Hosmer-Lemeshow goodness of fit test.
The read me file is hl.rm, in
ftp://ftp.spss.com/pub/spss/statistics/nichols/macros.
David Nichols
Senior Support Statistician
SPSS Inc.
nichols@spss.com
>----------
>From: Sang-Gyun Lee[SMTP:sglee@welfare.net]
>Sent: Friday, September 19, 1997 10:30 AM
>To: SPSSX-L@UGA.CC.UGA.EDU
>Subject: Help! goodness of fit in Logistic Regression
>
>I need your avices urgently.
>In Logistic regression, statistics provided regarding goodness of fit
>are -2LL, goodness of fit, and Model chi-square. When I want to measure
>goodness of fit, which statistics should I check?
>The manual of SPSS ver 4.o recommends using of both goodness of fit and
>model chi-square, but SPSS ver. 6.0 which I used doesn't provide
>significance level of goodness of fit. Only model chi-square provide it.
>
>If I use only model chi-square for the test of goodness of fit, are
>there problems?
>
>In addition, explain the concept of goodness of fit, please.
>
>Thanks in advance,
>
>Sang-Gyun Lee
>
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