JSM 2005 - Toronto

Abstract #303900

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 200
Type: Contributed
Date/Time: Monday, August 8, 2005 : 2:00 PM to 3:50 PM
Sponsor: ENAR
Abstract - #303900
Title: Does It Fit? Comparing Different Measures of Model Adequacy in Logistic Regression
Author(s): Leann Myers*+ and Hui-yi Lin
Companies: Tulane University and Louisiana State University
Address: Dept Biostatistics Tulane SPHTM, New Orleans, LA, 70112, United States
Keywords: logistic regression ; goodness-of-fit ; simulation ; categorical data
Abstract:

A number of statistics have been proposed to assess "model adequacy" in logistic regression. For example, the Hosmer-Lemeshow (1988) and deviance goodness-of-fit statistics are available from standard software, as are several forms of R-squared. The c-index, or Area Under the Curve of the ROC curve relating predicted to observed data, has been used to assess logistic models and is available from the standard statistical software. The Brier index, which is the sum of squared deviations of predicted from observed, is another proposed evaluation measure, as are bootstrapping and crossvalidation (Steyerberg et al. 2001). These authors compared some of the above measures using simulated data from a myocardial infarction dataset. The current study extends the findings of Steyerberg et al. (2001), comparing the performance of these different measures for a variety of simulated logistic models. How the measures differ and what they have in common is discussed in addition to their relative performance under the different conditions.


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Revised March 2005