The Hosmer-Lemeshow Goodness-of-Fit Test

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Samuel
Samuel 2012 年 4 月 16 日
コメント済み: SEU 2018 年 3 月 28 日
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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回答 (2 件)

Prashanth Ravindran
Prashanth Ravindran 2013 年 5 月 1 日
Check out this website for the matlab code for HL test. http://www.nyu.edu/projects/farbood/projects/stats.html
Prashanth
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SEU
SEU 2018 年 3 月 28 日
It's good and thanks for sharing

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David Nielsen
David Nielsen 2017 年 1 月 7 日
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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