01-02-2014 10:08 AM
anybudy can guide me if my Hosmer and Lemeshow Goodness-of-Fit output is as bellow.... how it will have impact on model?
|Hosmer and Lemeshow Goodness-of-Fit|
|Chi-Square||DF||Pr > ChiSq|
Othe SAS output is good as below only Hosmer and Lemeshow Goodness-of-Fit is not good:
|Association of Predicted Probabilities and Observed Responses|
|Percent Concordant||85.2||Somers' D||0.705|
|Testing Global Null Hypothesis: BETA=0|
|Test||Chi-Square||DF||Pr > ChiSq|
|Fit Statistics for SCORE Data|
|Data Set||Total Frequency||Log Likelihood||Error Rate||AIC||AICC||BIC||SC||R-Square||Max-Rescaled R-Square||AUC||Brier Score|
01-02-2014 12:20 PM
HL test in proc logistic uses 10 groups to measure the goodness of fit, i.e, the kai square test always has 8 degrees of freedom. However, based on the predictors, the number of natural groups is usually not 10, i.e. the test statistics doesn't follow the distribution of kai square (8) .
I don't look at the statistics usually. Your C value is 0.85, that is pretty good. I think you got a good model.