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The Hosmer-Lemeshow Goodness-of-Fit Test

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Samuel
Samuel il 16 Apr 2012
Commentato: SEU il 28 Mar 2018
Hi, I am not able to find any function to computation of Hosmer-Lemeshow test. I am trying to compute a quality of model for predicting of the defaults in credit risk modeling (logistic regression used.). Thank you

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Risposte (2)

Prashanth Ravindran
Prashanth Ravindran il 1 Mag 2013
Check out this website for the matlab code for HL test. http://www.nyu.edu/projects/farbood/projects/stats.html
Prashanth
David Nielsen
David Nielsen il 7 Gen 2017
I am taking the chance to bring a function I wrote to compute the HL test. However, I have tested it with different packages (i.e. R) and I get different results. Please also check the very clearifying answer to why that may be here.
The function for the HL test uses binning in quantiles with same number of observations.

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