Friday, March 29, 2013

Topics of Interest

Because I just don't always have time to fully develop a post on everthing I come across, here are a few shorties:

Pauls Allison has done some great posts recently related to logistic regression and model assessment.

With regard to the pseudo R^2, see this post as well as the article associated with a new proposed alternative:

Tjur, T. (2009) “Coefficients of determination in logistic regression models—A new proposal: The coefficient of discrimination.” The American Statistician 63: 366-372.

(I've written about the pseudo R-square before here.

His most recent post discusses the Hosmer-Lemeshaw test. In the futrue I'd like to expand more on this, but he's critical of the test because it is sensitive to strata size. I am too, and I've also seen many criticisms related to its sensitivity to large sample sizes. I'll come back and expand more on that later, or do a separate post, but for now I'm just looking forward to his next article in which Paul is going to discuss some recent advancements and alternatives to the HL test.

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