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Binary Logistic RegressionGoodness-of-Fit Tests - Pearson and Deviance Tests |
When fitting a logistic model, you want to choose a model (link function and predictors) that results in a good fit to your data. You can use goodness-of-fit statistics to compare the fits of different models. A low p-value indicates that the predicted probabilities deviate from the observed probabilities in a way that the binomial distribution does not predict.
By default, Minitab provides three goodness-of-fit tests: Pearson, Deviance, and Hosmer-Lemeshow.
Pearson and Deviance are both types of residuals for logistic models. They are useful measures for evaluating how well the selected model fits the data. The higher the p-value, the better the model fits the data. You may want to check other models and select the one that produces the largest goodness-of-fit p-values (unless one model has special meaning in your discipline).
Example Output |
Goodness-of-Fit Tests
Test DF Chi-Square P-Value Deviance 67 76.77 0.194 Pearson 67 76.11 0.209 Hosmer-Lemeshow 8 5.58 0.694 |
Interpretation |
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For the cereal data, both the Pearson and Deviance tests have p-values that are greater than 0.10 indicating that there is insufficient evidence for the model not fitting the data adequately when the a-level is less than or equal to 0.10.