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Samuel
1

The Hosmer-Lemeshow Goodness-of-Fit Test

Asked by Samuel
on 16 Apr 2012
Latest activity Answered by David Nielsen
on 7 Jan 2017

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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2 Answers

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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Answer by David Nielsen
on 7 Jan 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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