Thanks, Frank. As a rule, I provide an example in my first post. However, in this case, the data are confidential, and I was not allowed to provide you those data. Moreover, I thought that I was not able to generate data exhibiting the reported problem.
Paul On Sat, Aug 6, 2011 at 3:27 PM, Frank Harrell <f.harr...@vanderbilt.edu> wrote: > Exactly right Peter. Thanks. > > There should be some way for me to detect such situations so as to not > result in an impressive P-value. Ideas welcomed! > > This is a great example why users should post a toy example on the first > posting, as we can immediately see that this model MUST fit the data, so > that any evidence for lack of fit has to be misleading. > > Frank > > Peter Dalgaard-2 wrote: >> >> On Aug 5, 2011, at 23:16 , Paul Smith wrote: >> >>> Thanks, Frank. The following piece of code generate data, which >>> exhibit the problem I reported: >>> >>> ----------------------------------------- >>> set.seed(123) >>> intercept = -1.32 >>> beta = 1.36 >>> xtest = rbinom(1000,1,0.5) >>> linpred = intercept + xtest*beta >>> prob = exp(linpred)/(1 + exp(linpred)) >>> runis = runif(1000,0,1) >>> ytest = ifelse(runis < prob,1,0) >>> xtest <- as.factor(xtest) >>> ytest <- as.factor(ytest) >>> require(rms) >>> model <- lrm(ytest ~ xtest,x=T,y=T) >>> model >>> residuals.lrm(model,'gof') >>> ----------------------------------------- >> >> Basically, what you have is zero divided by zero, except that floating >> point inaccuracy turns it into the ratio of two small numbers. So the Z >> statistic is effectively rubbish. >> This comes about because the SSE minus its expectation has effectively >> zero variance, which makes it rather useless for testing whether the model >> fits. >> >> Since the model is basically a full model for a 2x2 table, it is not >> surprising to me that "goodness of fit" tests behave poorly. In fact, I >> would conjecture that no sensible g.o.f. test exists for that case. >> >>> >>> Paul >>> >>> >>> On Fri, Aug 5, 2011 at 7:58 PM, Frank Harrell >>> <f.harr...@vanderbilt.edu> wrote: >>>> Please provide the data or better the R code for simulating the data >>>> that >>>> shows the problem. Then we can look further into this. >>>> Frank >>>> >>>> ----- >>>> Frank Harrell >>>> Department of Biostatistics, Vanderbilt University >>>> -- >>>> View this message in context: >>>> http://r.789695.n4.nabble.com/Goodness-of-fit-of-binary-logistic-model-tp3721242p3721997.html >>>> Sent from the R help mailing list archive at Nabble.com. >>>> >>>> ______________________________________________ >>>> 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. >>>> >>> >>> ______________________________________________ >>> 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. >> >> -- >> Peter Dalgaard, Professor, >> Center for Statistics, Copenhagen Business School >> Solbjerg Plads 3, 2000 Frederiksberg, Denmark >> Phone: (+45)38153501 >> Email: pd....@cbs.dk Priv: pda...@gmail.com >> "Døden skal tape!" --- Nordahl Grieg >> >> ______________________________________________ >> 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. >> > > > ----- > Frank Harrell > Department of Biostatistics, Vanderbilt University > -- > View this message in context: > http://r.789695.n4.nabble.com/Goodness-of-fit-of-binary-logistic-model-tp3721242p3723388.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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. > ______________________________________________ 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.
