On Fri, Aug 5, 2011 at 4:54 PM, David Winsemius <dwinsem...@comcast.net> wrote:
>> I have just estimated this model:
>> -----------------------------------------------------------
>> Logistic Regression Model
>>
>> lrm(formula = Y ~ X16, x = T, y = T)
>>
>> Model Likelihood Discrimination Rank Discrim.
>> Ratio Test Indexes Indexes
>>
>> Obs 82 LR chi2 5.58 R2 0.088 C 0.607
>> 0 46 d.f. 1 g 0.488 Dxy 0.215
>> 1 36 Pr(> chi2) 0.0182 gr 1.629 gamma 0.589
>> max |deriv| 9e-11 gp 0.107 tau-a 0.107
>> Brier 0.231
>>
>> Coef S.E. Wald Z Pr(>|Z|)
>> Intercept -1.3218 0.5627 -2.35 0.0188
>> X16=1 1.3535 0.6166 2.20 0.0282
>> -----------------------------------------------------------
>>
>> Analyzing the goodness of fit:
>>
>> -----------------------------------------------------------
>>>
>>> resid(model.lrm,'gof')
>>
>> Sum of squared errors Expected value|H0 SD
>> 1.890393e+01 1.890393e+01 6.073415e-16
>> Z P
>> -8.638125e+04 0.000000e+00
>> -----------------------------------------------------------
>>
>>> From the above calculated p-value (0.000000e+00), one should discard
>>
>> this model. However, there is something that is puzzling me: If the
>> 'Expected value|H0' is so coincidental with the 'Sum of squared
>> errors', why should one discard the model? I am certainly missing
>> something.
>
> It's hard to tell what you are missing, since you have not described your
> reasoning at all. So I guess what is at error is your expectation that we
> would have drawn all of the unstated inferences that you draw when offered
> the output from lrm. (I certainly did not draw the inference that "one
> should discard the model".)
>
> resid is a function designed for use with glm and lm models. Why aren't you
> using residuals.lrm?
----------------------------------------------------------
> residuals.lrm(model.lrm,'gof')
Sum of squared errors Expected value|H0 SD
1.890393e+01 1.890393e+01 6.073415e-16
Z P
-8.638125e+04 0.000000e+00
>
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
