topic Re: Hosmet and Lemeshow Test Goodness Fit Test in New SAS User

Hosmet and Lemeshow Test Goodness Fit Test

aranganayagi — Sat, 02 Nov 2019 18:07:29 GMT

Hi, what is the ideal Pvalue which tells the model is in good fit in H-L Goodness fit test. My understanding is lower the pr>chi sq, better the model. How low it should be.

Re: Hosmet and Lemeshow Test Goodness Fit Test

PGStats — Sat, 02 Nov 2019 21:34:34 GMT

Note: the test is called Hosmer-Lemeshow.

It's the other way around. Read the doc.

Large values of [Chisquare] (and small p-values) indicate a lack of fit of the model.

i.e. p-values greater than 0.05 indicate that the test doesn't detect a signigficant lack of fit.

Re: Hosmet and Lemeshow Test Goodness Fit Test

aranganayagi — Sun, 03 Nov 2019 07:46:54 GMT

Thanks PG stats. So Pvalue > 0.05 indicates good fit of model?

Re: Hosmet and Lemeshow Test Goodness Fit Test

aranganayagi — Sun, 03 Nov 2019 07:56:12 GMT

In other places, lesser p value means higher significance. Why in H-L test alone, higher p value indicates better model. Can you please help to understand.

Re: Hosmet and Lemeshow Test Goodness Fit Test

Ksharp — Sun, 03 Nov 2019 11:45:51 GMT

Yes. The bigger Pvalue , the better your model .

i.e.

H0 : model fit data well

P=0.9 stand for your model fit the train data very well .( H0 is true )

BTW, if you have big table, H-L is not good test due to it will always refuse H0,

under this scenario you could try GOF option in MODEL statement.

or @Rick_SAS blog plot the predicted / real Y by proc sgplot .

https://blogs.sas.com/content/iml/2019/02/20/easier-calibration-plot-sas.html

https://blogs.sas.com/content/iml/2018/05/14/calibration-plots-in-sas.html

Re: Hosmet and Lemeshow Test Goodness Fit Test

Ksharp — Tue, 05 Nov 2019 11:17:33 GMT

Did you see my H0 hypethesis ?

P<0.05 stand for refusjing H0 , the higher P value the more close to H0 .

Re: Hosmet and Lemeshow Test Goodness Fit Test

aranganayagi — Tue, 05 Nov 2019 13:54:00 GMT

Yes... I understood now. Thanks for explaining. While parameter estimation, p should be lesser, lesser p means it rejects null hypothesis. Whereas here in goodness fit test, h0 is hypothesis built by the model and p should be larger to say that built h0 is true.

Re: Hosmet and Lemeshow Test Goodness Fit Test

Ksharp — Wed, 06 Nov 2019 11:23:33 GMT

Yeah. You nailed it .

For " parameter estimation" , the H0 is the parameter coefficient = 0