The Hosmer-Lemeshow goodness of fit test for logistic regression
The Hosmer-Lemeshow goodness of fit test for logistic regression
Feb 16, 2014
thestatsgeek.com
Data y1, …, yn are assumed to follow a binary logistic model in which yj takes value 1 with probability πj=(xj^T β) /{1 (xj^T β)} and value 0 otherwise, for j=1, …, n. (a) Show that the deviance for a model with fitted probabilities πj can be written as D=-2{y^T X β ∑j=1^n log(1-π̂j)} and that the likelihood equation is X^T y=X^T π. Hence show that the deviance is a function of the πj alone. (b) If π1=⋯=πn=π, then show that π=y̅, and verify that D=-2 n{y̅ logy̅ (1-y̅) log(1-y̅)} Comment on the i
Data y1, …, yn are assumed to follow a binary logistic model in w…
Nov 12, 2021
numerade.com
The table below shows the predicted values and deviance residua... | Filo
The table below shows the predicted values and deviance residua... | Filo
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