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Statistics版 - Logistic Regression model fit 的指标看哪一组较合适呢?
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1 (共1页)
l****i
发帖数: 398
1
SPSS跑出来后发现model summary的指标不太好,但是Hosmer–Lemeshow test的值不错
,这时候如何取舍呢?
比如model summary:
-2 Log likelihood 198
Cox & Snell R Square .106
Nagelkerke R Square .196
而Hosmer–Lemeshow test的结果
Chi-square 5.314
df 8
Sig. .724
z**********i
发帖数: 12276
2
没用过SPSS.
在SAS 中,有文章讨论,R SQUARE不用于LOGISTIC MODEL FIT.
用C-STATISTIC.

【在 l****i 的大作中提到】
: SPSS跑出来后发现model summary的指标不太好,但是Hosmer–Lemeshow test的值不错
: ,这时候如何取舍呢?
: 比如model summary:
: -2 Log likelihood 198
: Cox & Snell R Square .106
: Nagelkerke R Square .196
: 而Hosmer–Lemeshow test的结果
: Chi-square 5.314
: df 8
: Sig. .724

j*****n
发帖数: 5
3
Logistic moodel diagnosis and selection steps in SPSS:
•Goodness-of-fit - The Hosmer-Lemeshow, as long as it is greater than
0.05.
•Pseudo R-Squared Statistics - the larger the better
•Change in Deviance versus Predicted Probabilities - identify cases
that are poorly fit by the model
•Cook's Distances versus Predicted Probabilities - identify outliers
•ROC curves with different cut-off points
try few more models with different Xs, and comparing above results to select
a best model.

【在 l****i 的大作中提到】
: SPSS跑出来后发现model summary的指标不太好,但是Hosmer–Lemeshow test的值不错
: ,这时候如何取舍呢?
: 比如model summary:
: -2 Log likelihood 198
: Cox & Snell R Square .106
: Nagelkerke R Square .196
: 而Hosmer–Lemeshow test的结果
: Chi-square 5.314
: df 8
: Sig. .724

K******Q
发帖数: 62
4
哪些文章啊?能给个title或者链接么?多谢多谢!!

【在 z**********i 的大作中提到】
: 没用过SPSS.
: 在SAS 中,有文章讨论,R SQUARE不用于LOGISTIC MODEL FIT.
: 用C-STATISTIC.

z**********i
发帖数: 12276
5
http://stats.stackexchange.com/questions/3559/logistic-regressi
http://circ.ahajournals.org/content/117/18/2395.full
goodness of fit part.

【在 K******Q 的大作中提到】
: 哪些文章啊?能给个title或者链接么?多谢多谢!!
K******Q
发帖数: 62
6
非常感谢!

【在 z**********i 的大作中提到】
: http://stats.stackexchange.com/questions/3559/logistic-regressi
: http://circ.ahajournals.org/content/117/18/2395.full
: goodness of fit part.

z**********i
发帖数: 12276
7
其实,我在考虑这个问题的时候,还有一个讨论,很清楚,但找不到了.

【在 K******Q 的大作中提到】
: 非常感谢!
1 (共1页)
进入Statistics版参与讨论
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Pseudo R Square in SAS (Proc Logistic)求一个用SPSS算multilevel logistic regression。谢谢了。
Book help:Applied Logistic Regression, 2nd EditionSimilar "freq count" statement in SPSS logistic regression
相关话题的讨论汇总
话题: model话题: logistic话题: square话题: fit话题: lemeshow