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The Hosmer-Lemeshow Goodness-of-Fit Test

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Samuel
Samuel on 16 Apr 2012
Commented: SEU on 28 Mar 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

Answers (2)

Prashanth Ravindran
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
  1 Comment
SEU
SEU on 28 Mar 2018
It's good and thanks for sharing

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David Nielsen
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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