[S] Problem with the residuals.lrm function

Richard Dybowski (richard@n-space.co.uk)
Thu, 03 Jun 1999 16:12:43 +0100


In response to a recent posting by Frank Harrell to this discussion list
(see below), I installed his Hmisc and Design libraries in order to use the
lrm function (for logistic regression). After running
fit <- lrm(model,data=D,x=T,y=T)
I then tried to run
resid(fit,'gof')
in order to ascertain goodness-of-fit, but this caused S-Plus to crash. I
discovered that the cause was the command
X <- fit$x
in the residuals.lrm function, which corrupts a _* file in the \_Data
subdirectory. I had to delete all the _* files in the \_Data subdirectory
before I could use S-Plus again. Does anyone know why this is happening and
how it can be fixed? I am using S-Plus 4.0 Release 2 under Windows 95.

Many thanks,

Richard Dybowski

>The Hosmer-Lemeshow test has limited power and depends on arbitrary
>cut points on predicted probabilities. A better (one degree of freedom)
omnibus
>test can be found in
>
>@ARTICLE{hos97com,
> author = {Hosmer, D. W. and Hosmer, T. and {le Cessie}, S. and Lemeshow,
S.},
> year = 1997,
> title = {A comparison of goodness--of--fit tests for the logistic
regression
> model},
> journal = Statistics in Medicine,
> volume = 16,
> pages = {965-980},
> annote = {goodness-of-fit for binary logistic model;difficulty with
> Hosmer-Lemeshow statistic being dependent on how groups are
> defined;sum of squares test;cumulative sum test;invalidity of
naive
> test based on deviance;goodness-of-link function;simulation setup}
>}
>
>The new test is implemented in the resid function that is used with
>the lrm function in the Design library. This test is based on comparing
>the sum of squared errors to the expected value of sum of squared errors
>(sum of (Y - Phat)^2) if the model holds.
>
>---------------------------------------------------------------------------
>Frank E Harrell Jr
>Professor of Biostatistics and Statistics
>Director, Division of Biostatistics and Epidemiology
>Dept of Health Evaluation Sciences
>University of Virginia School of Medicine
>http://hesweb1.med.virginia.edu/biostat

-------------------------------
Richard Dybowski PhD
Research Fellow (Knowledge & Data Engineering)
King's College London
Medical Informatics Laboratory (Department of Medicine)
4th Floor
North Wing
St Thomas' Hospital
Lambeth Palace Road
London SE1 7EH
UK

Tel (office): 0171 928 9292 extension 6429
Tel (mobile): 0976 250092
Fax: +44 (0)171 928 4458
E-mail: richard.dybowski@kcl.ac.uk
Web site: http://www.umds.ac.uk/microbio/richard/richard.htm

{Note: Currently using e-mail address richard@n-space.co.uk whilst link to
Internet is being established in my new office at St Thomas' Hospital}
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