R/largesamplehl.R

In gnattino/largesamplehl: A Modification of the Hosmer-Lemeshow Test for Large Samples

#' largesamplehl: A Modification of the Hosmer-Lemeshow Test for Large Samples
#'
#' The package implements a goodness-of-fit test to assess the goodness of fit of
#' logistic regression models in large samples.
#'
#' 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 \code{\link{hltest}}. It can be used to estimate
#' epsilon, to construct its confidence intervals and to perform the statistical test.
#'
#' @docType package
#' @name largesamplehl
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