Hosmer-Lemeshow Goodness of Fit (GOF) Test

Description

Hosmer-Lemeshow Goodness of Fit (GOF) Test.

Usage

1
hoslem.test(x, y, g = 10)

Arguments

x

a numeric vector of observations, binary (0/1).

y

expected values.

g

number of bins to use to calculate quantiles.

Details

The Hosmer-Lemeshow test is a statistical test for goodness of fit for logistic regression models.

Value

A list with class "htest" containing the following components:

statistic

the value of the chi-squared test statistic, (sum((observed - expected)^2 / expected)).

parameter

the degrees of freedom of the approximate chi-squared distribution of the test statistic (g - 2).

p.value

the p-value for the test.

method

a character string indicating the type of test performed.

data.name

a character string giving the name(s) of the data.

observed

the observed frequencies in a g-by-2 contingency table.

expected

the expected frequencies in a g-by-2 contingency table.

Author(s)

Peter Solymos by adapting code pieces from R help mailing list

References

Hosmer D W, Lemeshow S 2000. Applied Logistic Regression. New York, USA: John Wiley and Sons.

Examples

1
2
3
4
5
6
set.seed(123)
n <- 500
x <- rnorm(n)
y <- rbinom(n, 1, plogis(0.1 + 0.5*x))
m <- glm(y ~ x, family=binomial)
hoslem.test(m$y, fitted(m))