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

Description

Hosmer-Lemeshow Goodness of Fit (GOF) Test.

Usage

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

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.

Arguments

x

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

y

expected values.

g

number of bins to use to calculate quantiles.
Needs to be at least 2. The degrees of freedom of the test is g-2
but the number of bins might also depend on the data (i.e. due to identical
quantile values that lead to empty bins). In case when the number of bins
does not equal g, the degrees of freedom will depend on the
number of bins that is less than g. In such case a warning is produced.

Author

Peter Solymos by adapting code pieces from R help mailing list

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.