Questions tagged [hosmer-lemeshow-test]

The Hosmer-Lemeshow test is a test for goodness of fit in binary classification. It is typically used in the context of logistic regression.

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Test set achieving better calibration (Lower Hosmer Lemeshow chi square value) than train set

I am trying to compare different ML models on a data set with binary outcome. Discriminating ability is scored using AUROC and calibration using HL test. The outcome of interest is only 10% of the ...
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Goodness of fit test (probit data)

So I have several probit based models (not derived from my own data), which I would like to use my data on to see whether these models actually perform well on my data or not. I obviously have data to ...
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Where to start: own simulations on logistic regression. Hosmer-Lemeshow, Farrington, Pearson Chi-Square [closed]

I'd like to run my own simulations on the logistic regression model. I want to test on different grouping strategies, spare data and strategies for combined small groups. I read a lot of papers by ...
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What is the accurate null hypothesis for the Hosmer-Lemeshow test?

I've read some works on the Hosmer-Lemeshow test (HLT) but still I'm uncertain what is the exact null hypothesis for the HLT. I'd like to formulate a nullhypothesis as precisely as possible. I think ...
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What are the pros and cons of different metrics for evaluating a logistic regression model?

In the data science world, I have always evaluated the performance of logistic regression models simply using ROC/AUC. However recently, I've read from some traditional statistics source about some ...
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Hosmer-Lemeshow recommendations

During lectures I came across following statement: If you want Hosmer-Lemeshow test to be valid, number of expected events ($E_1g$) should be >5 in most of $g$ groups Then after few lectures, ...
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binary logistic regression with large sample size [duplicate]

I try to make a binary logistic regression model from 85871 samples. I used enter method. There are seven explanatory variables and all of them have significant in Wald Test. But, in Hosmer Lemeshow ...
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Hosmer Lemeshow (1980) Paper - Theorem 2

In Hosmer and Lemeshow's 1980 paper, Theorem 2 states that the asymptotic distribution of $\hat{C}^*_g$ (the usual Hosmer-Lemeshow test statistic) is \begin{equation} \tag{1} \chi^2_{2g-g-(p+1)} + \...
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Interpretation of Hosmer Lemeshow (goodness-of-fit) Test from rms package

I applied a Hosmer-Lemeshow-Test (now named only goodness-of-fit?) provided by the RMS Package by Prof. Harrel. The p-values for my model were not significant, therefor applying the following link: ...
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Goodness-of-fit vs maximum likelihood for logistic regression?

From what I understand, maximum likelihood is used to estimate a parameter alpha in a way that maximizes the probability P(Y=|x,alpha) for example. It is used for logistic regression in order to get ...
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Hosmer-Lemeshow goodness of fit test, P=1?

I'm trying to perform a Hosmer-Lemeshow goodness of fit test on a bunch of logistic regression models but for some reason the p-value that is returned is 1 on all of the models. Does anybody have a ...
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Hosmer-Lemeshow GOF test in Matlab

I am trying to calculate the Hosmer-Lemeshow Goodness-of-Fit (GOF) test, following the steps presented in the book "Logistic Regression. A Self- Learning Text" by David Kleinbaum and M. Klein. The ...
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Why isn't Hosmer-Lemeshow test used for other models besides Logistic Regression?

I've only seen the Hosmer-Lemeshow test used for Logistic Regression. Why can't it be used for algorithm that produces probabilities for binary classification? ...
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When to use predictive power versus when to use model fitting metrics?

I built a binary classifier using logistic regression. But I can't seem to rationalize this in my mind. After cross validation, the model's AUC is 0.9003. But, as a sanity check, I ran a GOF (...
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Is the distribution of the test statistic for the Hosmer-Lemeshow test $\chi^2$ in ''out of sample validation''?

The Hosmer-Lemeshow test has some inconveniences and I am well aware of it. But assuming that I want to apply it then I read that (e.g. Applied logistic regression, by Hosmer and Lemeshow) the test ...
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Hosmer-Lemeshow test in R

The Hosmer-Lemeshow test is a statistical test for goodness of fit for logistic regression models. According to ?hoslem.test, it deals only with binary logistic ...
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Goodness-of-fit test in Logistic regression; which 'fit' do we want to test?

I am referring to the question and its answers: How to compare (probability) predictive ability of models developed from logistic regression? by @Clark Chong and answers/comments by @Frank Harrell. ...
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Degrees of freedom of $\chi^2$ in Hosmer-Lemeshow test

The test statistic for the Hosmer-Lemeshow test (HLT) for goodness of fit (GOF) of a logistic regression model is defined as follows: The sample is then split into $d=10$ deciles, $D_1, D_2, \dots ...
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Hosmer-Lemeshow test with weighted data

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 ...
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Is the goodness of fit test in JMP the Hosmer-Lemeshow goodness of fit test?

I'm working with an organization that is using JMP in their analysis, and I can't tell from the description in JMP's help files if the test for goodness of fit in their logistic regression is the ...
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Hosmer-Lemeshow vs AIC for logistic regression

If the Hosmer-Lemeshow indicates a lack of fit but the AIC is the lowest among all the models....should you still use the model? If I delete a variable, the Hosmer-Lemeshow statistic is not ...