Re: [R] Logistic regression goodness of fit tests

From: Frank E Harrell Jr <>
Date: Fri 11 Mar 2005 - 23:32:30 EST

Trevor Wiens wrote:
> On Thu, 10 Mar 2005 16:19:41 -0600
> Frank E Harrell Jr <> wrote:

>>The goodness of fit test only works on prespecified models.  It is not 
>>valid when stepwise variable selection is used (unless perhaps you use 

> Perhaps I'm blind, but I can't find any reference to an alpha parameter on the help page for stepAIC. It runs fine however when I set the parameter and produces as model with the same right hand variables as without. Can you tell me what it is ?
> T

What I mean is the effective significance level for keeping a variable in the model. Using AIC for one degree of freedom variables is effectively using an alpha of 0.16 if I recall properly.

But I hope you got the point that resid(fit,'gof') as with most goodness of fit tests assumes prespecified models.

Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

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Received on Mon Mar 14 09:57:40 2005

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