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The Hosmer-Lemeshow Goodness-of-Fit Test

Asked by Samuel on 16 Apr 2012

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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Answer by Prashanth Ravindran on 1 May 2013

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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