ResourceSelection (version 0.1-3)

hoslem.test: Hosmer-Lemeshow Goodness of Fit (GOF) Test

Description

Hosmer-Lemeshow Goodness of Fit (GOF) Test.

Usage

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.

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.

Details

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

References

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

Examples

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))