The Hosmer-Lemeshow Goodness-of-Fit Test

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Samuel
Samuel el 16 de Abr. de 2012
Comentada: SEU el 28 de Mzo. de 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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Prashanth Ravindran
Prashanth Ravindran el 1 de Mayo de 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 el 7 de En. de 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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