如何正确运用χ^(2)检验--拟合优度检验与SAS实现

How to useχ^(2) test correctly--the goodness of fit tests and the implementation of the SAS software

本文目的是介绍拟合优度检验及其SAS实现,主要内容包括以下四个方面:①Pearson’s拟合优度检验;②偏差或称似然比拟合优度检验;③Hosmer-Lemeshow拟合优度检验;④稀疏资料拟合优度检验。前述提及的第四个方面的内容包含六种具体的检验方法,即“信息矩阵检验”“信息矩阵对角线检验”“Osius-Rojek检验”“未加权的残差平方和检验”“Spiegelhalter检验”和“Stukel检验”。本文结合一个实例并借助SAS软件实现前述提及的四类拟合优度检验,对输出结果做出解释,并给出统计结论和专业结论。

The purpose of this article was to introduce the goodness of fit test and its SAS implementation.The main contents included the following four aspects:①Pearson΄s goodness of fit test;②deviance or likelihood ratio goodness of fit test;③Hosmer Lemeshow goodness of fit test;④goodness of fit test for the sparse data.In the aforementioned“fourth aspect”,there were six specific test approaches,namely“information matrix test”“information matrix diagonal test”“Osius-Rojek test”“unweighted residual sum of squares test”“Spiegelhalter test”and“Stukel test”.The paper implemented the four types of the goodness of fit tests mentioned above with the help of the SAS software through an example,explained the output results,and made statistical and professional conclusions.