I am trying to perform Hosmer-Lemeshow test on weighted data (i.e. each observation in a data set has its weight). Unfortunately, I cannot find any literature on how to perform such test. Do you know any method of dealing with this problem?
To give you a background, I try to assess the predictive power of a model on a out-of-sample data. However, these observations have different weight. I tried bootstrapping but I was wondering if there is any purely statistical method for this problem - you know confidence intervals, tests and so on :).
Thanks in advance. Kuba