The Hosmer-Lemeshow test is a test for goodness of fit in binary classification. It is typically used in the context of logistic regression.
Questions tagged [hosmer-lemeshow-test]
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Degrees of freedom of $\chi^2$ in Hosmer-Lemeshow test
The test statistic for the Hosmer-Lemeshow test (HLT) for goodness of fit (GOF) of a logistic regression model is defined as follows:
The sample is then split into $d=10$ deciles, $D_1, D_2, \dots , D_{d}$, per decile one computes the following…
user83346
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Goodness-of-fit test in Logistic regression; which 'fit' do we want to test?
I am referring to the question and its answers: How to compare (probability) predictive ability of models developed from logistic regression? by @Clark Chong and answers/comments by @Frank Harrell. and to the question Degrees of freedom of $\chi^2$…
user83346
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Hosmer-Lemeshow vs AIC for logistic regression
If the Hosmer-Lemeshow indicates a lack of fit but the AIC is the lowest among all the models....should you still use the model?
If I delete a variable, the Hosmer-Lemeshow statistic is not significant (which means there is no gross lack of fit).…
Thomas
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Hosmer-Lemeshow test in R
The Hosmer-Lemeshow test is a statistical test for goodness of fit for logistic regression models. According to ?hoslem.test, it deals only with binary logistic regression. However, I wonder if this test can be used to a ordered logit model which…
Yang Yang
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What are the pros and cons of different metrics for evaluating a logistic regression model?
In the data science world, I have always evaluated the performance of logistic regression models simply using ROC/AUC. However recently, I've read from some traditional statistics source about some measures of a logistic regression, including:
for…
SPMQET
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Hosmer-Lemeshow recommendations
During lectures I came across following statement:
If you want Hosmer-Lemeshow test to be valid, number of expected events ($E_1g$) should be >5 in most of $g$ groups
Then after few lectures, lecturer said:
If you want Hosmer-Lemeshow test to be…
mokebe
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Hosmer-Lemeshow GOF test in Matlab
I am trying to calculate the Hosmer-Lemeshow Goodness-of-Fit (GOF) test, following the steps presented in the book "Logistic Regression. A Self- Learning Text" by David Kleinbaum and M. Klein.
The following function calculates all the steps, gives…
ouranos
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Is the goodness of fit test in JMP the Hosmer-Lemeshow goodness of fit test?
I'm working with an organization that is using JMP in their analysis, and I can't tell from the description in JMP's help files if the test for goodness of fit in their logistic regression is the Hosmer-Lemeshow test. If it makes a difference, my…
Zaralynda
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Why isn't Hosmer-Lemeshow test used for other models besides Logistic Regression?
I've only seen the Hosmer-Lemeshow test used for Logistic Regression. Why can't it be used for algorithm that produces probabilities for binary classification?
All the Hosmer-Lemeshow test requires probabilities and binary labels. So, why hasn't…
makansij
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Is the distribution of the test statistic for the Hosmer-Lemeshow test $\chi^2$ in ''out of sample validation''?
The Hosmer-Lemeshow test has some inconveniences and I am well aware of it. But assuming that I want to apply it then I read that (e.g. Applied logistic regression, by Hosmer and Lemeshow) the test statistic has $g-2$ degrees if freedom ($g$ is the…
user83346
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Can Hosmer-lemeshow chi-square statistic explain calibration?
I'm doing a logistic regression and created a calibration plot. I also conducted a Hosmer-Lemeshow test and got the corresponding chi-square. Is there any relationship between the calibration plot and the chi-square? It is reasonable to put the…
user10386405
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Interpretation of Hosmer Lemeshow (goodness-of-fit) Test from rms package
I applied a Hosmer-Lemeshow-Test (now named only goodness-of-fit?) provided by the RMS Package by Prof. Harrel. The p-values for my model were not significant, therefor applying the following link:
Goodness-of-fit test in Logistic regression; which…
Nuke
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What is the accurate null hypothesis for the Hosmer-Lemeshow test?
I've read some works on the Hosmer-Lemeshow test (HLT) but still I'm uncertain what is the exact null hypothesis for the HLT. I'd like to formulate a nullhypothesis as precisely as possible.
I think the fitted model is significant says everything…
Toby
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Hosmer-Lemeshow goodness of fit test, P=1?
I'm trying to perform a Hosmer-Lemeshow goodness of fit test on a bunch of logistic regression models but for some reason the p-value that is returned is 1 on all of the models. Does anybody have a clue on why that is happening?
Here's a piece of my…
Janono
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When to use predictive power versus when to use model fitting metrics?
I built a binary classifier using logistic regression. But I can't seem to rationalize this in my mind. After cross validation, the model's AUC is 0.9003. But, as a sanity check, I ran a GOF (goodness of fit) test using Hosmer-Lemeshow test. …
makansij
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