largesamplehl: largesamplehl: A Modification of the Hosmer-Lemeshow Test for...
In gnattino/largesamplehl: A Modification of the Hosmer-Lemeshow Test for Large Samples
Description
The package implements a goodness-of-fit test to assess the goodness of fit of
logistic regression models in large samples.
Details
The Hosmer-Lemeshow test is a popular statistical test to
assess the goodness of fit of logistic regression models. The use of this test
is problematic in large samples, because the power of the test increases
with the sample size and minuscule discrepancies between estimated and
true probabilities are likely to cause the rejection of
the hypothesis of perfect fit.
This package implements a modification of the Hosmer-Lemeshow test to
rigorously assess whether the fit of a model is acceptable for practical purposes, albeit not perfect.
The modified test is based on a standardization of the noncentrality parameter
that characterizes the distribution of the Hosmer-Lemeshow statistic. This parameter, denoted with epsilon,
measures the goodness of fit of a model but is not affected by the sample size.
The main function of the package is hltest. It can be used to estimate
epsilon, to construct its confidence intervals and to perform the statistical test.
gnattino/largesamplehl documentation built on March 22, 2021, 3:48 p.m.
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Description
The package implements a goodness-of-fit test to assess the goodness of fit of logistic regression models in large samples.
Details
The Hosmer-Lemeshow test is a popular statistical test to assess the goodness of fit of logistic regression models. The use of this test is problematic in large samples, because the power of the test increases with the sample size and minuscule discrepancies between estimated and true probabilities are likely to cause the rejection of the hypothesis of perfect fit.
This package implements a modification of the Hosmer-Lemeshow test to rigorously assess whether the fit of a model is acceptable for practical purposes, albeit not perfect. The modified test is based on a standardization of the noncentrality parameter that characterizes the distribution of the Hosmer-Lemeshow statistic. This parameter, denoted with epsilon, measures the goodness of fit of a model but is not affected by the sample size.
The main function of the package is hltest. It can be used to estimate
epsilon, to construct its confidence intervals and to perform the statistical test.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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