HLtest {RRate} | R Documentation |
Hosmer-Lemeshow test
Description
Test whether each element of x is sampled with the probability specified by the corrsponding element in p.
Usage
HLtest(x, p, g = 10, null = "all", boot = 1000, info = T, dir = ".")
Arguments
x |
A boolean vector. |
p |
A probability vector having the same length with x. |
g |
The group number used in the test. |
null |
a character in c('all', 'chi2','boot'). If null=='chi2', then we use (g-1) degree of freedom chi2 distribution to approximately compute p value. If null=='boot', then we use parametric bootstrap to compute p value. If null=='all', then both methods are used. This is the default option. |
boot |
The resampling times to compute p value. Only effective when null=='boot' or 'all' |
info |
Draw the null distribution of the test statistic. |
dir |
The directory to save the plot of the null distribution. |
Details
Null Hypothesis: Each element of x is sampled with a probability which is the corresponding element of p. We group x to g groups according to p. Then we compare the success proportion with the mean value of p in each group.
Value
A list is returned:
H |
The test statistic. |
pval_chi2 |
The p value approximated by using chi2 distribution. |
pval_boot |
The p value computed by using parametric bootstrap. |
Author(s)
Wei Jiang, Jing-Hao Xue and Weichuan Yu
Maintainer: Wei Jiang <wjiangaa@connect.ust.hk>
References
Hosmer, D. W., & Lemesbow, S. (1980). Goodness of fit tests for the multiple logistic regression model. Communications in statistics-Theory and Methods, 9(10), 1043-1069.
Jiang, W., Xue, J-H, and Yu, W. What is the probability of replicating a statistically significant association in genome-wide association studies?. Submitted.
See Also
RRate
repRateEst
,
SEest
,
repSampleSizeRR
,
repSampleSizeRR2
,
Examples
alpha<-5e-6 #Significance level in the primary study
alphaR<-5e-3 #Significance level in the replication study
zalpha2<-qnorm(1-alpha/2)
zalphaR2<-qnorm(1-alphaR/2)
##Load data
data('smryStats1') #Example of summary statistics in 1st study
n2.0<-2000 #Number of individuals in control group
n2.1<-2000 #Number of individuals in case group
SE2<-SEest(n2.0, n2.1, smryStats1$F_U, smryStats1$F_A) #SE in replication study
###### RR estimation ######
RRresult<-repRateEst(log(smryStats1$OR),smryStats1$SE, SE2,zalpha2,zalphaR2, output=TRUE,dir='.')
#### Hosmer-Lemeshow test ####
data('smryStats2') #Example of summary statistics in 2nd study
sigIdx<-(smryStats1$P<alpha)
repIdx<-(sign(smryStats1$Z[sigIdx])*smryStats2$Z[sigIdx]>zalphaR2)
groupNum<-10
HLresult<-HLtest(repIdx,RRresult$RR,g=groupNum,dir='.')