Hosmer-Lemeshow Goodness of Fit Tests
The function computes Hosmer-Lemeshow goodness of fit tests for C and H statistic as well as the le Cessie-van Houwelingen-Copas-Hosmer unweighted sum of squares test for global goodness of fit.
HosmerLemeshowTest(fit, obs, ngr = 10, X, verbose = FALSE)
fit |
numeric vector with fitted probabilities. |
obs |
numeric vector with observed values. |
ngr |
number of groups for C and H statistic. |
X |
covariate(s) for le Cessie-van Houwelingen-Copas-Hosmer global goodness of fit test. |
verbose |
logical, print intermediate results. |
Hosmer-Lemeshow goodness of fit tests are computed; see Lemeshow and Hosmer (1982).
If X is specified, the le Cessie-van Houwelingen-Copas-Hosmer
unweighted sum of squares test for global goodness of fit is additionally
determined; see Hosmer et al. (1997).
A list of tests.
Matthias Kohl <Matthias.Kohl@stamats.de>
Lemeshow, S. Hosmer, D.W., (1982): A review of goodness of fit statistics for use in the development of logistic regression models. American Journal of Epidemiology, 115(1), 92-106.
Hosmer, D.W., Hosmer, T., le Cessie, S., Lemeshow, S. (1997). A comparison of goodness-of-fit tests for the logistic regression model. Statistics in Medicine, 16, 965-980.
set.seed(111) x1 <- factor(sample(1:3, 50, replace = TRUE)) x2 <- rnorm(50) obs <- sample(c(0,1), 50, replace = TRUE) fit <- glm(obs ~ x1+x2, family = binomial) HosmerLemeshowTest(fit = fitted(fit), obs = obs, X = cbind(x1, x2))
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