Standardizing the power of the Hosmer-Lemeshow goodness of fit test in large data sets
Standardizing the power of the Hosmer-Lemeshow goodness of fit test in large data sets
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DOI：
10.1002/sim.5525
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发表时间：
2013-01-15
影响因子：
2
通讯作者：
Lemeshow, Stanley
中科院分区：
文献类型：
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作者：
Paul, Prabasaj;Pennell, Michael L.;Lemeshow, Stanley
HosmerLemesshow检验是Logistic回归中评价拟合优度的常用方法。例如，它已被广泛用于风险评分模型的评估。与任何统计检验一样，威力随着样本量的增加而增加；这对于拟合优度检验可能是不可取的，因为在非常大的数据集中，与所提出的模型的微小偏差将被认为是显著的。通过考虑功率对HosmerLemesshow检验中使用的组数的依赖，我们展示了如何在广泛的模型中跨不同样本大小标准化功率。我们通过模拟和分析来自合作围产期项目的31,713名儿童的数据，提供并证实了数学推导。我们就如何根据样本大小选择HosmerLemesshow检验中的组数提出了建议，并提供了这些建议的示例应用。版权所有(C)2012 John Wiley&Sons，Ltd.
The HosmerLemeshow test is a commonly used procedure for assessing goodness of fit in logistic regression. It has, for example, been widely used for evaluation of risk-scoring models. As with any statistical test, the power increases with sample size; this can be undesirable for goodness of fit tests because in very large data sets, small departures from the proposed model will be considered significant. By considering the dependence of power on the number of groups used in the HosmerLemeshow test, we show how the power may be standardized across different sample sizes in a wide range of models. We provide and confirm mathematical derivations through simulation and analysis of data on 31,713 children from the Collaborative Perinatal Project. We make recommendations on how to choose the number of groups in the HosmerLemeshow test based on sample size and provide example applications of the recommendations. Copyright (c) 2012 John Wiley & Sons, Ltd.