The Hosmer-Lemeshow goodness of fit test for logistic regression

Before a model is relied upon to draw conclusions or predict future outcomes, we should check, as far as possible, that the model we have assumed is correctly specified. That is, that the data do not conflict with assumptions made by the model. For binary outcomes logistic regression is the most popular modelling approach. In this post we’ll look at the popular, but sometimes criticized, Hosmer-Lemeshow goodness of fit test for logistic regression.

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